+17,723.7%
CAT vs FDX
+4,056.7%
+13,667.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.7% | +3.6% | +2.1% |
| 7D | -10.3% | -1.6% | -8.7% | -9.8% |
| 30D | -31.2% | +6.6% | -37.8% | -33.2% |
| 3M | -34.7% | -2.1% | -32.6% | -34.5% |
| 6M | -39.5% | +2.2% | -41.6% | -40.4% |
| YTD | -1.7% | +33.9% | -35.6% | -13.8% |
| 1Y | -1.1% | +50.2% | -51.4% | -17.6% |
| 3Y | +143.9% | +65.5% | +78.3% | +89.3% |
| 5Y | +194.8% | +74.1% | +120.7% | +114.5% |
| 10Y | +739.8% | +156.7% | +583.1% | +391.5% |
| All | +17,723.7% | +4,056.7% | +13,667.0% | +3,791.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling