+38.9%
CAT vs FIG
-77.7%
+116.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.8% | +1.1% | +3.0% |
| 7D | +1.7% | -14.3% | +16.0% | +1.0% |
| 30D | -24.6% | -13.6% | -10.9% | -25.0% |
| 3M | -28.5% | -23.7% | -4.8% | -29.3% |
| 6M | -34.8% | -5.4% | -29.4% | -34.3% |
| YTD | +5.9% | -49.2% | +55.1% | +8.8% |
| 1Y | +6.8% | -57.4% | +64.2% | +10.4% |
| All | +38.9% | -77.7% | +116.6% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling