+326.0%
CAT vs FICO
+99.8%
+226.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -16.7% | +18.4% | +3.0% |
| 7D | +1.7% | -19.2% | +20.9% | +3.2% |
| 30D | -6.6% | -14.6% | +8.0% | -5.7% |
| 3M | -13.3% | -20.1% | +6.8% | -12.6% |
| 6M | +11.6% | -36.3% | +47.9% | +15.4% |
| YTD | +42.9% | -44.9% | +87.8% | +50.8% |
| 1Y | +95.4% | -38.6% | +134.1% | +100.6% |
| 3Y | +196.6% | +4.0% | +192.6% | +172.0% |
| All | +326.0% | +99.8% | +226.2% | +261.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling