-39.5%
CAT vs FDS
+53.0%
-92.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.7% | +4.6% | -0.6% |
| 7D | -10.3% | -0.5% | -9.8% | -10.3% |
| 30D | -31.2% | +20.2% | -51.4% | -25.5% |
| 3M | -34.7% | +19.9% | -54.5% | -28.5% |
| 6M | -39.5% | +56.2% | -95.6% | -23.3% |
| All | -39.5% | +53.0% | -92.5% | -23.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling