+3,408.7%
CAT vs FFIV
+5,965.2%
-2,556.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | -10.3% | -8.1% | -2.2% | -9.2% |
| 30D | -31.2% | -33.4% | +2.2% | -27.3% |
| 3M | -34.7% | -24.7% | -9.9% | -32.2% |
| 6M | -39.5% | -8.8% | -30.6% | -39.0% |
| YTD | -1.7% | +21.8% | -23.4% | -5.2% |
| 1Y | -1.1% | +25.3% | -26.4% | -5.1% |
| 3Y | +143.9% | +101.2% | +42.7% | +118.2% |
| 5Y | +194.8% | +40.2% | +154.6% | +175.3% |
| 10Y | +739.8% | +129.0% | +610.8% | +629.6% |
| All | +3,408.7% | +5,965.2% | -2,556.5% | +2,114.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling