+6,830.3%
CAT vs FDS
+10,327.4%
-3,497.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.7% | +4.6% | +1.9% |
| 7D | -10.3% | -0.5% | -9.8% | -10.3% |
| 30D | -31.2% | +20.2% | -51.4% | -35.0% |
| 3M | -34.7% | +19.9% | -54.5% | -38.7% |
| 6M | -39.5% | +56.2% | -95.6% | -48.8% |
| YTD | -1.7% | +14.6% | -16.2% | -10.3% |
| 1Y | -1.1% | +31.6% | -32.7% | -13.9% |
| 3Y | +143.9% | -23.8% | +167.7% | +148.1% |
| 5Y | +194.8% | -22.6% | +217.3% | +195.1% |
| 10Y | +739.8% | +139.3% | +600.4% | +484.2% |
| All | +6,830.3% | +10,327.4% | -3,497.2% | +2,541.6% |
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 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