+1,134.9%
CAT vs EXPD
+315.7%
+819.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.3% |
| 7D | +1.7% | -1.1% | +2.8% | +2.3% |
| 30D | -6.6% | +4.1% | -10.6% | -8.5% |
| 3M | -13.3% | +17.9% | -31.2% | -20.6% |
| 6M | +11.6% | +29.2% | -17.6% | -3.2% |
| YTD | +42.9% | +27.4% | +15.6% | +23.5% |
| 1Y | +95.4% | +56.8% | +38.6% | +48.9% |
| 3Y | +196.6% | +68.0% | +128.5% | +113.0% |
| 5Y | +321.7% | +61.9% | +259.8% | +198.8% |
| All | +1,134.9% | +315.7% | +819.2% | +384.4% |
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