+326.0%
CAT vs F
+55.4%
+270.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.3% | +1.2% |
| 7D | +1.7% | +5.3% | -3.6% | 0.0% |
| 30D | -6.6% | +4.6% | -11.1% | -8.1% |
| 3M | -13.3% | -3.7% | -9.6% | -12.5% |
| 6M | +11.6% | +16.8% | -5.2% | +4.1% |
| YTD | +42.9% | +15.3% | +27.7% | +33.8% |
| 1Y | +95.4% | +31.0% | +64.4% | +73.8% |
| 3Y | +196.6% | +45.4% | +151.2% | +144.8% |
| All | +326.0% | +55.4% | +270.6% | +202.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling