+38.6%
CAT vs FIG
-77.1%
+115.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | -0.7% |
| 7D | +7.4% | +3.4% | +4.0% | +7.6% |
| 30D | -19.7% | -9.5% | -10.2% | -20.0% |
| 3M | -29.6% | -26.2% | -3.4% | -30.6% |
| 6M | -33.2% | +2.7% | -35.9% | -32.6% |
| YTD | +5.7% | -48.0% | +53.6% | +8.7% |
| 1Y | +9.3% | -52.0% | +61.4% | +12.8% |
| All | +38.6% | -77.1% | +115.7% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling