+695.3%
CAT vs XPO
+1,236.5%
-541.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | +9.3% | +6.9% | +2.5% | +7.2% |
| 30D | -21.5% | +4.1% | -25.6% | -22.5% |
| 3M | -29.1% | -9.7% | -19.3% | -26.9% |
| 6M | -33.4% | -3.8% | -29.6% | -32.8% |
| YTD | +6.6% | +38.8% | -32.2% | -4.0% |
| 1Y | +6.5% | +34.2% | -27.7% | -3.3% |
| 3Y | +162.7% | +126.9% | +35.8% | +95.0% |
| 5Y | +214.2% | +297.5% | -83.3% | +85.6% |
| All | +695.3% | +1,236.5% | -541.2% | +210.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 10y: compounded portfolio wealth divided by compounded XPO 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…
10y analysis · Full analysis span regression · 6 months rolling