+5,000.1%
CAT vs FFIV
+7,518.9%
-2,518.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +1.8% |
| 7D | +1.7% | -1.0% | +2.7% | +1.8% |
| 30D | -6.6% | -5.1% | -1.5% | -5.9% |
| 3M | -13.3% | -4.5% | -8.8% | -12.8% |
| 6M | +11.6% | +36.5% | -24.9% | +6.4% |
| YTD | +42.9% | +53.0% | -10.0% | +33.9% |
| 1Y | +95.4% | +24.2% | +71.2% | +88.1% |
| 3Y | +196.6% | +137.2% | +59.4% | +160.1% |
| 5Y | +321.7% | +91.8% | +229.9% | +277.9% |
| 10Y | +1,140.8% | +215.2% | +925.6% | +934.8% |
| All | +5,000.1% | +7,518.9% | -2,518.8% | +3,026.9% |
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