+10.3%
CAT vs FGI
+57.4%
-47.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.2% | -5.6% | +0.5% |
| 7D | +9.3% | +13.5% | -4.2% | +9.1% |
| 30D | -21.5% | +17.1% | -38.6% | -21.7% |
| 3M | -29.1% | +78.0% | -107.1% | -30.5% |
| 6M | -33.4% | +46.4% | -79.8% | -34.6% |
| YTD | +6.6% | +47.7% | -41.2% | +1.3% |
| All | +10.3% | +57.4% | -47.1% | +2.4% |
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