+95.4%
CAT vs FE
+11.4%
+84.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.6% |
| 7D | +1.7% | +1.9% | -0.2% | +2.0% |
| 30D | -6.6% | -1.2% | -5.4% | -6.7% |
| 3M | -13.3% | +3.5% | -16.8% | -12.9% |
| 6M | +11.6% | -6.1% | +17.7% | +11.7% |
| YTD | +42.9% | +7.6% | +35.3% | +47.2% |
| 1Y | +95.4% | +11.9% | +83.5% | +105.4% |
| All | +95.4% | +11.4% | +84.0% | +105.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling