-1.1%
CAT vs FDS
+29.3%
-30.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.7% | +4.6% | -0.3% |
| 7D | -10.3% | -0.5% | -9.8% | -10.3% |
| 30D | -31.2% | +20.2% | -51.4% | -26.9% |
| 3M | -34.7% | +19.9% | -54.5% | -30.2% |
| 6M | -39.5% | +56.2% | -95.6% | -29.6% |
| YTD | -1.7% | +14.6% | -16.2% | +11.9% |
| 1Y | -1.1% | +31.6% | -32.7% | +16.6% |
| All | -1.1% | +29.3% | -30.4% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling