+712.5%
CAT vs XPO
+1,421.2%
-708.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +6.3% | +0.9% | +5.3% |
| 7D | -2.4% | -1.9% | -0.5% | -1.7% |
| 30D | -25.0% | +2.5% | -27.5% | -25.6% |
| 3M | -28.7% | -7.2% | -21.5% | -27.2% |
| 6M | -33.0% | -8.1% | -24.9% | -31.5% |
| YTD | +5.4% | +38.3% | -32.9% | -5.0% |
| 1Y | +7.3% | +33.6% | -26.3% | -2.5% |
| 3Y | +166.0% | +133.1% | +33.0% | +95.9% |
| 5Y | +210.1% | +308.9% | -98.8% | +81.4% |
| 10Y | +712.5% | +1,371.8% | -659.2% | +200.9% |
| All | +712.5% | +1,421.2% | -708.7% | +200.9% |
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