+192.1%
CAT vs F
-13.3%
+205.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.1% | -5.3% | -6.0% |
| 7D | -14.5% | +1.4% | -15.9% | -14.9% |
| 30D | -35.7% | +2.0% | -37.8% | -36.3% |
| 3M | -36.3% | -10.4% | -25.9% | -34.3% |
| 6M | -38.5% | +9.7% | -48.2% | -41.8% |
| YTD | -2.5% | -1.2% | -1.3% | -4.4% |
| 1Y | -1.9% | 0.0% | -1.9% | -4.3% |
| 3Y | +139.2% | +41.1% | +98.1% | +98.3% |
| 5Y | +192.1% | -11.4% | +203.6% | +166.8% |
| All | +192.1% | -13.3% | +205.5% | +166.8% |
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