+700.3%
CAT vs FE
+120.9%
+579.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | +1.7% | -0.4% | +2.1% | +1.9% |
| 30D | -24.6% | +3.6% | -28.2% | -25.4% |
| 3M | -28.5% | +0.3% | -28.8% | -28.7% |
| 6M | -34.8% | +6.4% | -41.2% | -36.2% |
| YTD | +5.9% | +8.1% | -2.2% | +2.9% |
| 1Y | +6.8% | +4.6% | +2.2% | +4.8% |
| 3Y | +161.1% | +49.1% | +112.0% | +125.0% |
| 5Y | +213.4% | +46.1% | +167.3% | +170.7% |
| 10Y | +700.3% | +122.7% | +577.6% | +568.9% |
| All | +700.3% | +120.9% | +579.4% | +568.9% |
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