+143.9%
CAT vs FE
+42.7%
+101.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +0.9% |
| 7D | -10.3% | -1.0% | -9.3% | -10.3% |
| 30D | -31.2% | +4.1% | -35.3% | -31.2% |
| 3M | -34.7% | -1.0% | -33.6% | -34.6% |
| 6M | -39.5% | +4.0% | -43.5% | -39.6% |
| YTD | -1.7% | +6.8% | -8.5% | -1.9% |
| 1Y | -1.1% | +5.3% | -6.4% | -1.2% |
| 3Y | +143.9% | +44.6% | +99.3% | +131.0% |
| All | +143.9% | +42.7% | +101.2% | +131.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling