+1,126.0%
CAT vs XPO
+1,450.2%
-324.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.5% |
| 7D | +5.6% | +2.7% | +2.9% | +4.7% |
| 30D | -2.3% | -6.2% | +3.8% | -0.4% |
| 3M | -10.0% | -15.4% | +5.4% | -5.6% |
| 6M | +21.2% | +0.7% | +20.5% | +20.5% |
| YTD | +44.4% | +39.8% | +4.6% | +29.9% |
| 1Y | +96.3% | +43.3% | +53.0% | +73.8% |
| 3Y | +203.9% | +166.0% | +37.9% | +114.4% |
| 5Y | +333.5% | +274.2% | +59.3% | +160.4% |
| 10Y | +1,126.0% | +1,429.0% | -303.0% | +352.5% |
| All | +1,126.0% | +1,450.2% | -324.1% | +352.5% |
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