+95.4%
CAT vs FFIV
+25.9%
+69.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +1.8% |
| 7D | +1.7% | -1.0% | +2.7% | +1.9% |
| 30D | -6.6% | -5.1% | -1.5% | -5.7% |
| 3M | -13.3% | -4.5% | -8.8% | -12.5% |
| 6M | +11.6% | +36.5% | -24.9% | +6.9% |
| YTD | +42.9% | +53.0% | -10.0% | +34.2% |
| 1Y | +95.4% | +24.2% | +71.2% | +84.3% |
| All | +95.4% | +25.9% | +69.5% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling