+213.9%
CAT vs EXPD
+60.9%
+153.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | +7.4% | +5.5% | +1.9% | +5.2% |
| 30D | -19.7% | -0.8% | -18.9% | -19.3% |
| 3M | -29.6% | +4.1% | -33.7% | -30.7% |
| 6M | -33.2% | +25.7% | -58.9% | -39.0% |
| YTD | +5.7% | +31.4% | -25.7% | -6.3% |
| 1Y | +9.3% | +42.2% | -32.8% | -6.3% |
| 3Y | +158.3% | +77.2% | +81.1% | +96.5% |
| All | +213.9% | +60.9% | +153.1% | +136.0% |
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