+725.3%
CAT vs F
+80.8%
+644.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.2% |
| 7D | -10.3% | +1.6% | -11.8% | -10.9% |
| 30D | -31.2% | +2.6% | -33.8% | -32.1% |
| 3M | -34.7% | -8.8% | -25.8% | -32.8% |
| 6M | -39.5% | +4.6% | -44.1% | -42.0% |
| YTD | -1.7% | -1.9% | +0.2% | -3.5% |
| 1Y | -1.1% | -0.8% | -0.4% | -3.5% |
| 3Y | +143.9% | +43.5% | +100.4% | +96.2% |
| 5Y | +194.8% | -12.1% | +206.8% | +175.0% |
| All | +725.3% | +80.8% | +644.6% | +399.3% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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