+9.3%
CAT vs FDX
+51.6%
-42.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.4% | -1.6% |
| 7D | +7.4% | +5.2% | +2.2% | +4.7% |
| 30D | -19.7% | +11.3% | -31.0% | -24.3% |
| 3M | -29.6% | -4.1% | -25.5% | -27.9% |
| 6M | -33.2% | +9.6% | -42.8% | -37.8% |
| YTD | +5.7% | +40.9% | -35.2% | -18.9% |
| 1Y | +9.3% | +53.0% | -43.7% | -19.7% |
| All | +9.3% | +51.6% | -42.2% | -19.7% |
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 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