+326.0%
CAT vs FDX
+65.4%
+260.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | +1.7% | -2.5% | +4.2% | +2.6% |
| 30D | -6.6% | +3.8% | -10.4% | -8.0% |
| 3M | -13.3% | -1.3% | -12.0% | -13.0% |
| 6M | +11.6% | +5.0% | +6.6% | +9.3% |
| YTD | +42.9% | +39.6% | +3.3% | +26.7% |
| 1Y | +95.4% | +81.1% | +14.3% | +58.1% |
| 3Y | +196.6% | +63.0% | +133.5% | +142.7% |
| All | +326.0% | +65.4% | +260.6% | +230.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling