+1,110.7%
CAT vs FDX
+185.1%
+925.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.0% |
| 7D | +1.7% | -2.5% | +4.2% | +2.9% |
| 30D | -6.6% | +3.8% | -10.4% | -8.3% |
| 3M | -13.3% | -1.3% | -12.0% | -12.9% |
| 6M | +11.6% | +5.0% | +6.6% | +8.7% |
| YTD | +42.9% | +39.6% | +3.3% | +22.4% |
| 1Y | +95.4% | +81.1% | +14.3% | +48.5% |
| 3Y | +196.6% | +63.0% | +133.5% | +128.0% |
| 5Y | +321.7% | +65.6% | +256.0% | +208.9% |
| All | +1,110.7% | +185.1% | +925.6% | +545.4% |
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