-1.9%
CAT vs FGI
+51.0%
-52.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.3% | -6.4% |
| 7D | -14.5% | -11.6% | -2.9% | -14.3% |
| 30D | -35.7% | -3.3% | -32.4% | -35.7% |
| 3M | -36.3% | +65.6% | -101.9% | -37.6% |
| 6M | -38.5% | -2.8% | -35.8% | -38.9% |
| YTD | -2.5% | +30.1% | -32.7% | -7.3% |
| 1Y | -1.9% | +50.2% | -52.1% | -6.5% |
| All | -1.9% | +51.0% | -52.9% | -6.5% |
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