+210.1%
CAT vs EXPD
+61.0%
+149.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.7% | +4.5% | +6.1% |
| 7D | -2.4% | -5.5% | +3.1% | -0.1% |
| 30D | -25.0% | -1.9% | -23.1% | -24.4% |
| 3M | -28.7% | +6.1% | -34.8% | -30.3% |
| 6M | -33.0% | +21.6% | -54.6% | -38.0% |
| YTD | +5.4% | +27.9% | -22.5% | -5.5% |
| 1Y | +7.3% | +39.4% | -32.1% | -7.4% |
| 3Y | +166.0% | +72.7% | +93.4% | +104.4% |
| 5Y | +210.1% | +60.3% | +149.8% | +132.8% |
| All | +210.1% | +61.0% | +149.1% | +132.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling