+3,678.6%
CAT vs FFIV
+6,144.1%
-2,465.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.1% | +2.8% |
| 7D | +1.7% | -2.9% | +4.7% | +2.2% |
| 30D | -24.6% | -32.4% | +7.9% | -20.4% |
| 3M | -28.5% | -22.7% | -5.8% | -26.1% |
| 6M | -34.8% | -10.7% | -24.1% | -34.1% |
| YTD | +5.9% | +25.4% | -19.5% | +1.7% |
| 1Y | +6.8% | +34.2% | -27.3% | +1.5% |
| 3Y | +161.1% | +101.2% | +59.9% | +133.6% |
| 5Y | +213.4% | +42.0% | +171.5% | +192.2% |
| 10Y | +700.3% | +126.7% | +573.6% | +595.7% |
| All | +3,678.6% | +6,144.1% | -2,465.5% | +2,275.2% |
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