+1,110.7%
CAT vs FDS
+87.3%
+1,023.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.2% | +2.5% |
| 7D | +1.7% | -1.9% | +3.6% | +2.1% |
| 30D | -6.6% | +9.0% | -15.6% | -8.7% |
| 3M | -13.3% | +18.9% | -32.1% | -18.1% |
| 6M | +11.6% | +35.1% | -23.5% | -0.4% |
| YTD | +42.9% | +5.5% | +37.5% | +38.2% |
| 1Y | +95.4% | -16.8% | +112.2% | +105.4% |
| 3Y | +196.6% | -28.1% | +224.6% | +228.0% |
| 5Y | +321.7% | -17.4% | +339.1% | +329.5% |
| All | +1,110.7% | +87.3% | +1,023.4% | +698.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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