+688.6%
CAT vs FE
+126.1%
+562.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.1% |
| 7D | +7.4% | +1.2% | +6.2% | +7.1% |
| 30D | -19.7% | +4.5% | -24.2% | -20.8% |
| 3M | -29.6% | +1.3% | -30.9% | -30.0% |
| 6M | -33.2% | +8.7% | -41.9% | -35.1% |
| YTD | +5.7% | +9.2% | -3.6% | +2.3% |
| 1Y | +9.3% | +7.0% | +2.4% | +6.5% |
| 3Y | +158.3% | +51.4% | +106.9% | +121.6% |
| 5Y | +211.6% | +47.7% | +163.9% | +168.3% |
| All | +688.6% | +126.1% | +562.5% | +556.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling