+214.2%
CAT vs FDS
-23.2%
+237.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.6% | +0.6% |
| 7D | +9.3% | -2.6% | +11.9% | +9.3% |
| 30D | -21.5% | +14.1% | -35.5% | -21.6% |
| 3M | -29.1% | +19.8% | -48.9% | -29.3% |
| 6M | -33.4% | +55.0% | -88.3% | -35.5% |
| YTD | +6.6% | +15.9% | -9.3% | +9.4% |
| 1Y | +6.5% | +24.2% | -17.7% | +7.0% |
| 3Y | +162.7% | -24.0% | +186.7% | +208.8% |
| 5Y | +214.2% | -23.3% | +237.6% | +254.6% |
| All | +214.2% | -23.2% | +237.5% | +254.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling