+38.3%
CAT vs FIG
-77.2%
+115.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.1% | +4.1% | +7.4% |
| 7D | -2.4% | -12.6% | +10.2% | -3.0% |
| 30D | -25.0% | -13.8% | -11.2% | -25.5% |
| 3M | -28.7% | -16.7% | -12.0% | -29.2% |
| 6M | -33.0% | -6.1% | -26.9% | -32.4% |
| YTD | +5.4% | -48.1% | +53.5% | +8.4% |
| 1Y | +7.3% | -56.2% | +63.4% | +10.9% |
| All | +38.3% | -77.2% | +115.5% | +42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIG.
Daily Out/Under-Performance
Portfolio return minus FIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIG 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 FIG 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