+326.0%
CAT vs FE
+45.0%
+281.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | +1.7% | +1.9% | -0.2% | +1.2% |
| 30D | -6.6% | -1.2% | -5.4% | -6.3% |
| 3M | -13.3% | +3.5% | -16.8% | -14.3% |
| 6M | +11.6% | -6.1% | +17.7% | +13.3% |
| YTD | +42.9% | +7.6% | +35.3% | +39.4% |
| 1Y | +95.4% | +11.9% | +83.5% | +87.9% |
| 3Y | +196.6% | +48.4% | +148.2% | +150.5% |
| All | +326.0% | +45.0% | +281.0% | +256.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling