+326.0%
CAT vs FFIV
+91.3%
+234.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +1.9% |
| 7D | +1.7% | -1.0% | +2.7% | +2.0% |
| 30D | -6.6% | -5.1% | -1.5% | -5.0% |
| 3M | -13.3% | -4.5% | -8.8% | -12.1% |
| 6M | +11.6% | +36.5% | -24.9% | -0.8% |
| YTD | +42.9% | +53.0% | -10.0% | +21.2% |
| 1Y | +95.4% | +24.2% | +71.2% | +77.6% |
| 3Y | +196.6% | +137.2% | +59.4% | +111.3% |
| All | +326.0% | +91.3% | +234.7% | +191.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling