+143.9%
CAT vs XPO
+122.0%
+21.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -10.3% | -6.7% | -3.6% | -8.2% |
| 30D | -31.2% | -1.9% | -29.3% | -30.8% |
| 3M | -34.7% | -9.9% | -24.8% | -32.6% |
| 6M | -39.5% | -16.4% | -23.1% | -36.2% |
| YTD | -1.7% | +30.2% | -31.9% | -9.3% |
| 1Y | -1.1% | +29.9% | -31.0% | -8.9% |
| 3Y | +143.9% | +122.6% | +21.2% | +89.1% |
| All | +143.9% | +122.0% | +21.9% | +89.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling