+688.6%
CAT vs FDX
+155.8%
+532.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.4% | -1.5% |
| 7D | +7.4% | +5.2% | +2.2% | +5.1% |
| 30D | -19.7% | +11.3% | -31.0% | -23.6% |
| 3M | -29.6% | -4.1% | -25.5% | -28.6% |
| 6M | -33.2% | +9.6% | -42.8% | -36.4% |
| YTD | +5.7% | +40.9% | -35.2% | -10.2% |
| 1Y | +9.3% | +53.0% | -43.7% | -10.5% |
| 3Y | +158.3% | +74.1% | +84.2% | +92.3% |
| 5Y | +211.6% | +75.1% | +136.5% | +121.8% |
| All | +688.6% | +155.8% | +532.8% | +328.6% |
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 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