+17,564.5%
CAT vs EXPD
+30,870.6%
-13,306.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.5% | -1.9% | -5.0% |
| 7D | -14.5% | -4.8% | -9.7% | -13.1% |
| 30D | -35.7% | -1.5% | -34.2% | -35.4% |
| 3M | -36.3% | +4.1% | -40.4% | -37.1% |
| 6M | -38.5% | +24.0% | -62.6% | -42.6% |
| YTD | -2.5% | +27.4% | -29.9% | -10.3% |
| 1Y | -1.9% | +38.4% | -40.3% | -12.0% |
| 3Y | +139.2% | +73.2% | +66.0% | +98.4% |
| 5Y | +192.1% | +59.9% | +132.3% | +145.7% |
| 10Y | +732.3% | +319.9% | +412.3% | +430.6% |
| All | +17,564.5% | +30,870.6% | -13,306.0% | +6,754.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling