+677.7%
CAT vs FDX
+154.2%
+523.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | -6.3% | +0.5% | -6.8% | -6.5% |
| 30D | -26.8% | +9.5% | -36.3% | -29.9% |
| 3M | -30.0% | -1.3% | -28.7% | -30.0% |
| 6M | -34.6% | +5.5% | -40.1% | -36.6% |
| YTD | +2.9% | +38.9% | -36.0% | -12.0% |
| 1Y | +3.3% | +58.8% | -55.5% | -16.9% |
| 3Y | +153.7% | +71.1% | +82.6% | +90.3% |
| 5Y | +207.3% | +76.3% | +131.0% | +117.7% |
| All | +677.7% | +154.2% | +523.5% | +319.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling