+25,808.1%
CAT vs F
+639.5%
+25,168.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.3% | +1.2% |
| 7D | +1.7% | +5.3% | -3.6% | -0.1% |
| 30D | -6.6% | +4.6% | -11.1% | -8.2% |
| 3M | -13.3% | -3.7% | -9.6% | -12.5% |
| 6M | +11.6% | +16.8% | -5.2% | +4.2% |
| YTD | +42.9% | +15.3% | +27.7% | +33.9% |
| 1Y | +95.4% | +31.0% | +64.4% | +74.1% |
| 3Y | +196.6% | +45.4% | +151.2% | +147.3% |
| 5Y | +321.7% | +54.7% | +267.0% | +229.8% |
| 10Y | +1,140.8% | +98.2% | +1,042.6% | +745.1% |
| All | +25,808.1% | +639.5% | +25,168.6% | +7,727.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling