+192.1%
CAT vs FE
+46.2%
+145.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.2% | -6.2% | -6.3% |
| 7D | -14.5% | +0.6% | -15.1% | -14.6% |
| 30D | -35.7% | +6.4% | -42.1% | -36.7% |
| 3M | -36.3% | -0.5% | -35.8% | -36.3% |
| 6M | -38.5% | +4.7% | -43.3% | -39.4% |
| YTD | -2.5% | +8.4% | -10.9% | -5.1% |
| 1Y | -1.9% | +7.2% | -9.1% | -4.2% |
| 3Y | +139.2% | +44.9% | +94.3% | +105.5% |
| 5Y | +192.1% | +46.3% | +145.9% | +154.6% |
| All | +192.1% | +46.2% | +145.9% | +154.6% |
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