+8.9%
CAT vs FDX
+65.6%
-56.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.6% | -8.8% | -6.9% |
| 7D | -17.1% | +8.1% | -25.3% | -20.4% |
| 30D | -30.1% | +13.9% | -44.0% | -34.7% |
| 3M | -32.4% | +5.5% | -37.9% | -34.7% |
| 6M | -32.1% | +15.1% | -47.2% | -38.0% |
| YTD | +4.1% | +43.2% | -39.1% | -14.6% |
| 1Y | +8.9% | +65.0% | -56.1% | -11.6% |
| All | +8.9% | +65.6% | -56.7% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 1y: compounded portfolio wealth divided by compounded FDX 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…
1y analysis · Full analysis span regression · 6 months rolling