+5.8%
CAT vs FGI
+45.3%
-39.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.9% | +5.3% | +7.2% |
| 7D | -2.4% | -1.4% | -1.0% | -2.4% |
| 30D | -25.0% | -3.2% | -21.8% | -25.0% |
| 3M | -28.7% | +64.1% | -92.8% | -30.2% |
| 6M | -33.0% | +17.2% | -50.2% | -33.9% |
| YTD | +5.4% | +31.6% | -26.1% | +0.2% |
| All | +5.8% | +45.3% | -39.5% | +0.7% |
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