+201.5%
CAT vs FGI
-4.4%
+205.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.5% | -5.8% | +1.6% |
| 7D | +1.7% | +0.5% | +1.2% | +1.7% |
| 30D | -6.6% | +65.4% | -72.0% | -7.9% |
| 3M | -13.3% | +23.5% | -36.8% | -14.3% |
| 6M | +11.6% | +60.5% | -48.9% | +8.7% |
| YTD | +42.9% | +30.0% | +12.9% | +39.6% |
| 1Y | +95.4% | +82.1% | +13.4% | +89.1% |
| All | +201.5% | -4.4% | +205.8% | +201.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling