+9,973.7%
CAT vs FDS
+9,502.8%
+470.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.5% | +5.2% | +2.7% |
| 7D | +1.7% | -1.9% | +3.6% | +2.2% |
| 30D | -6.6% | +9.0% | -15.6% | -9.1% |
| 3M | -13.3% | +18.9% | -32.1% | -19.0% |
| 6M | +11.6% | +35.1% | -23.5% | -1.3% |
| YTD | +42.9% | +5.5% | +37.5% | +34.8% |
| 1Y | +95.4% | -16.8% | +112.2% | +95.9% |
| 3Y | +196.6% | -28.1% | +224.6% | +209.3% |
| 5Y | +321.7% | -17.4% | +339.1% | +316.3% |
| 10Y | +1,140.8% | +85.4% | +1,055.3% | +836.9% |
| All | +9,973.7% | +9,502.8% | +470.8% | +3,867.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling