+9.3%
CAT vs FGI
+17.8%
-8.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -25.2% | +24.3% | -0.5% |
| 7D | +7.4% | -14.4% | +21.8% | +7.6% |
| 30D | -19.7% | -11.8% | -7.9% | -19.6% |
| 3M | -29.6% | -46.2% | +16.6% | -29.1% |
| 6M | -33.2% | +5.2% | -38.4% | -34.1% |
| YTD | +5.7% | +10.5% | -4.9% | +0.8% |
| 1Y | +9.3% | +25.5% | -16.1% | +1.9% |
| All | +9.3% | +17.8% | -8.4% | +1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 1y: compounded portfolio wealth divided by compounded FGI 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…
1y analysis · Full analysis span regression · 6 months rolling