+6.5%
CAT vs FIG
-57.2%
+63.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | +9.3% | +2.6% | +6.7% | +9.6% |
| 30D | -21.5% | -13.1% | -8.4% | -22.3% |
| 3M | -29.1% | -20.3% | -8.8% | -30.2% |
| 6M | -33.4% | -2.1% | -31.2% | -31.9% |
| YTD | +6.6% | -49.4% | +55.9% | +16.5% |
| 1Y | +6.5% | -57.0% | +63.5% | +23.4% |
| All | +6.5% | -57.2% | +63.8% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling