+6,498.6%
CAT vs FE
+561.4%
+5,937.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | +1.7% | +1.9% | -0.2% | +1.0% |
| 30D | -6.6% | -1.2% | -5.4% | -6.2% |
| 3M | -13.3% | +3.5% | -16.8% | -14.7% |
| 6M | +11.6% | -6.1% | +17.7% | +13.7% |
| YTD | +42.9% | +7.6% | +35.3% | +38.2% |
| 1Y | +95.4% | +11.9% | +83.5% | +85.6% |
| 3Y | +196.6% | +48.4% | +148.2% | +147.7% |
| 5Y | +321.7% | +44.8% | +276.9% | +252.8% |
| 10Y | +1,140.8% | +115.9% | +1,024.9% | +726.4% |
| All | +6,498.6% | +561.4% | +5,937.2% | +2,888.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling