+18,766.1%
CAT vs FICO
+78,251.7%
-59,485.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.2% | -2.0% | -4.7% |
| 7D | -17.1% | +0.4% | -17.5% | -17.2% |
| 30D | -30.1% | +1.7% | -31.8% | -30.7% |
| 3M | -32.4% | -33.0% | +0.7% | -29.1% |
| 6M | -32.1% | -33.9% | +1.7% | -29.7% |
| YTD | +4.1% | -58.5% | +62.6% | +15.8% |
| 1Y | +8.9% | -56.4% | +65.3% | +19.9% |
| 3Y | +155.5% | -24.7% | +180.1% | +147.1% |
| 5Y | +215.5% | +83.1% | +132.4% | +151.8% |
| 10Y | +788.9% | +517.2% | +271.7% | +456.2% |
| All | +18,766.1% | +78,251.7% | -59,485.6% | +7,135.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling