+7,152.1%
CAT vs FDS
+10,266.7%
-3,114.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.3% |
| 7D | -6.3% | -2.0% | -4.3% | -5.9% |
| 30D | -26.8% | +13.5% | -40.3% | -29.7% |
| 3M | -30.0% | +15.2% | -45.2% | -33.6% |
| 6M | -34.6% | +47.0% | -81.6% | -43.6% |
| YTD | +2.9% | +13.9% | -11.0% | -6.0% |
| 1Y | +3.3% | +25.2% | -21.9% | -8.6% |
| 3Y | +153.7% | -25.3% | +179.0% | +159.7% |
| 5Y | +207.3% | -23.3% | +230.6% | +208.4% |
| 10Y | +674.0% | +126.0% | +548.0% | +447.2% |
| All | +7,152.1% | +10,266.7% | -3,114.6% | +2,668.4% |
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