+17,564.5%
CAT vs FICO
+78,963.7%
-61,399.2%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.9% | -7.3% | -6.5% |
| 7D | -14.5% | -0.3% | -14.2% | -14.4% |
| 30D | -35.7% | +1.7% | -37.4% | -36.3% |
| 3M | -36.3% | -35.2% | -1.1% | -32.8% |
| 6M | -38.5% | -33.7% | -4.9% | -36.4% |
| YTD | -2.5% | -58.2% | +55.6% | +8.2% |
| 1Y | -1.9% | -56.6% | +54.7% | +8.1% |
| 3Y | +139.2% | -24.0% | +163.2% | +131.0% |
| 5Y | +192.1% | +86.1% | +106.1% | +132.5% |
| 10Y | +732.3% | +522.8% | +209.5% | +419.9% |
| All | +17,564.5% | +78,963.7% | -61,399.2% | +6,663.4% |
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