+674.0%
CAT vs EXPD
+329.8%
+344.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | -6.3% | -7.4% | +1.1% | -2.3% |
| 30D | -26.8% | -2.1% | -24.7% | -25.9% |
| 3M | -30.0% | +5.7% | -35.7% | -32.0% |
| 6M | -34.6% | +21.4% | -56.0% | -41.1% |
| YTD | +2.9% | +27.6% | -24.7% | -11.3% |
| 1Y | +3.3% | +36.1% | -32.8% | -14.1% |
| 3Y | +153.7% | +69.9% | +83.8% | +80.7% |
| 5Y | +207.3% | +59.7% | +147.6% | +120.9% |
| 10Y | +674.0% | +323.0% | +351.0% | +186.1% |
| All | +674.0% | +329.8% | +344.2% | +186.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXPD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling