+700.3%
CAT vs F
+74.7%
+625.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.2% | +3.0% |
| 7D | +1.7% | -2.1% | +3.9% | +2.6% |
| 30D | -24.6% | +3.3% | -27.9% | -25.8% |
| 3M | -28.5% | -11.3% | -17.2% | -25.6% |
| 6M | -34.8% | +5.3% | -40.1% | -37.7% |
| YTD | +5.9% | -2.2% | +8.1% | +4.1% |
| 1Y | +6.8% | -3.5% | +10.4% | +5.5% |
| 3Y | +161.1% | +49.5% | +111.6% | +106.6% |
| 5Y | +213.4% | -13.5% | +226.9% | +194.6% |
| 10Y | +700.3% | +69.0% | +631.3% | +390.7% |
| All | +700.3% | +74.7% | +625.6% | +390.7% |
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