+725.3%
CAT vs FICO
+512.2%
+213.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -10.3% | -0.9% | -9.4% | -10.2% |
| 30D | -31.2% | +3.3% | -34.5% | -32.0% |
| 3M | -34.7% | -31.7% | -2.9% | -31.6% |
| 6M | -39.5% | -34.0% | -5.5% | -37.6% |
| YTD | -1.7% | -58.3% | +56.7% | +11.3% |
| 1Y | -1.1% | -57.9% | +56.8% | +11.5% |
| 3Y | +143.9% | -24.1% | +167.9% | +122.5% |
| 5Y | +194.8% | +85.3% | +109.5% | +96.0% |
| All | +725.3% | +512.2% | +213.1% | +206.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 10y: compounded portfolio wealth divided by compounded FICO 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…
10y analysis · Full analysis span regression · 6 months rolling