+3.3%
CAT vs FDS
+26.7%
-23.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.5% |
| 7D | -6.3% | -2.0% | -4.3% | -6.8% |
| 30D | -26.8% | +13.5% | -40.3% | -23.6% |
| 3M | -30.0% | +15.2% | -45.2% | -26.2% |
| 6M | -34.6% | +47.0% | -81.6% | -24.8% |
| YTD | +2.9% | +13.9% | -11.0% | +17.2% |
| 1Y | +3.3% | +25.2% | -21.9% | +19.2% |
| All | +3.3% | +26.7% | -23.4% | +19.2% |
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 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