+725.3%
CAT vs EXPD
+304.0%
+421.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +2.1% |
| 7D | -10.3% | -7.2% | -3.1% | -6.7% |
| 30D | -31.2% | -3.3% | -27.9% | -30.0% |
| 3M | -34.7% | +3.4% | -38.0% | -35.8% |
| 6M | -39.5% | +22.7% | -62.2% | -45.8% |
| YTD | -1.7% | +24.5% | -26.2% | -14.1% |
| 1Y | -1.1% | +38.6% | -39.8% | -18.6% |
| 3Y | +143.9% | +71.5% | +72.4% | +72.7% |
| 5Y | +194.8% | +56.2% | +138.5% | +114.5% |
| All | +725.3% | +304.0% | +421.3% | +236.9% |
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