+688.6%
CAT vs FFIV
+118.6%
+570.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.8% | +0.2% |
| 7D | +7.4% | -0.5% | +8.0% | +7.7% |
| 30D | -19.7% | -32.4% | +12.7% | -7.7% |
| 3M | -29.6% | -25.7% | -3.9% | -22.4% |
| 6M | -33.2% | -13.5% | -19.7% | -30.9% |
| YTD | +5.7% | +21.1% | -15.4% | -6.0% |
| 1Y | +9.3% | +29.4% | -20.1% | -5.5% |
| 3Y | +158.3% | +94.9% | +63.4% | +83.8% |
| 5Y | +211.6% | +34.7% | +176.9% | +150.9% |
| All | +688.6% | +118.6% | +570.0% | +388.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling