+214.2%
CAT vs FDX
+73.8%
+140.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.0% |
| 7D | +9.3% | +0.8% | +8.5% | +9.0% |
| 30D | -21.5% | +9.9% | -31.4% | -24.3% |
| 3M | -29.1% | -1.9% | -27.2% | -28.8% |
| 6M | -33.4% | +6.1% | -39.4% | -35.1% |
| YTD | +6.6% | +38.8% | -32.2% | -5.8% |
| 1Y | +6.5% | +50.0% | -43.5% | -8.3% |
| 3Y | +162.7% | +71.0% | +91.6% | +110.9% |
| 5Y | +214.2% | +72.5% | +141.7% | +153.7% |
| All | +214.2% | +73.8% | +140.4% | +153.7% |
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 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