+27.8%
CAT vs FIG
-78.3%
+106.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -16.7% | +10.3% | -7.2% |
| 7D | -14.5% | -17.4% | +2.9% | -15.3% |
| 30D | -35.7% | -15.9% | -19.8% | -36.2% |
| 3M | -36.3% | -34.5% | -1.8% | -37.5% |
| 6M | -38.5% | -5.0% | -33.5% | -38.2% |
| YTD | -2.5% | -50.7% | +48.1% | 0.0% |
| 1Y | -1.9% | -58.1% | +56.2% | +1.2% |
| All | +27.8% | -78.3% | +106.1% | +31.2% |
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