+333.5%
CAT vs XPO
+271.9%
+61.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.6% |
| 3M | -10.0% | -15.4% | +5.4% | -5.9% |
| 6M | +21.2% | +0.7% | +20.5% | +20.7% |
| YTD | +44.4% | +39.8% | +4.6% | +31.4% |
| 1Y | +96.3% | +43.3% | +53.0% | +76.2% |
| 3Y | +203.9% | +166.0% | +37.9% | +125.7% |
| 5Y | +333.5% | +274.2% | +59.3% | +181.4% |
| All | +333.5% | +271.9% | +61.6% | +181.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling