+19,212.2%
CAT vs FDX
+4,207.2%
+15,004.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +1.1% |
| 7D | +9.3% | +0.8% | +8.5% | +9.0% |
| 30D | -21.5% | +9.9% | -31.4% | -24.7% |
| 3M | -29.1% | -1.9% | -27.2% | -28.9% |
| 6M | -33.4% | +6.1% | -39.4% | -35.4% |
| YTD | +6.6% | +38.8% | -32.2% | -8.0% |
| 1Y | +6.5% | +50.0% | -43.5% | -11.0% |
| 3Y | +162.7% | +71.0% | +91.6% | +101.2% |
| 5Y | +214.2% | +72.5% | +141.7% | +129.8% |
| 10Y | +705.2% | +153.1% | +552.1% | +374.2% |
| All | +19,212.2% | +4,207.2% | +15,004.9% | +4,056.0% |
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