+3,694.1%
CAT vs XPO
+10,316.6%
-6,622.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.5% | -2.8% | +1.0% |
| 7D | +1.7% | +2.4% | -0.7% | +1.3% |
| 30D | -6.6% | -3.5% | -3.0% | -6.0% |
| 3M | -13.3% | -11.9% | -1.4% | -11.6% |
| 6M | +11.6% | -10.0% | +21.6% | +13.3% |
| YTD | +42.9% | +42.1% | +0.9% | +35.3% |
| 1Y | +95.4% | +47.6% | +47.8% | +83.4% |
| 3Y | +196.6% | +153.6% | +43.0% | +153.4% |
| 5Y | +321.7% | +266.5% | +55.1% | +233.8% |
| 10Y | +1,140.8% | +1,460.4% | -319.7% | +719.4% |
| All | +3,694.1% | +10,316.6% | -6,622.5% | +2,043.3% |
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