+2,510.2%
CAT vs XPO
+9,445.4%
-6,935.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | -10.3% | -6.7% | -3.6% | -9.3% |
| 30D | -31.2% | -1.9% | -29.3% | -31.0% |
| 3M | -34.7% | -9.9% | -24.8% | -33.6% |
| 6M | -39.5% | -16.4% | -23.1% | -37.9% |
| YTD | -1.7% | +30.2% | -31.9% | -5.7% |
| 1Y | -1.1% | +29.9% | -31.0% | -5.2% |
| 3Y | +143.9% | +122.6% | +21.2% | +112.7% |
| 5Y | +194.8% | +278.9% | -84.1% | +132.9% |
| 10Y | +739.8% | +1,375.3% | -635.5% | +460.7% |
| All | +2,510.2% | +9,445.4% | -6,935.2% | +1,393.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling