+674.0%
CAT vs F
+79.7%
+594.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.1% |
| 7D | -6.3% | +1.0% | -7.3% | -6.7% |
| 30D | -26.8% | +2.1% | -28.9% | -27.6% |
| 3M | -30.0% | -10.3% | -19.8% | -27.6% |
| 6M | -34.6% | +3.3% | -37.8% | -37.0% |
| YTD | +2.9% | -2.0% | +4.9% | +1.0% |
| 1Y | +3.3% | -2.3% | +5.6% | +1.5% |
| 3Y | +153.7% | +49.9% | +103.8% | +100.6% |
| 5Y | +207.3% | -12.5% | +219.7% | +187.3% |
| 10Y | +674.0% | +74.3% | +599.8% | +371.0% |
| All | +674.0% | +79.7% | +594.3% | +371.0% |
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