+29.0%
CAT vs FIG
-77.9%
+106.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +1.0% |
| 7D | -10.3% | -13.1% | +2.8% | -10.8% |
| 30D | -31.2% | -13.0% | -18.2% | -31.6% |
| 3M | -34.7% | -21.5% | -13.1% | -35.3% |
| 6M | -39.5% | -2.5% | -37.0% | -39.1% |
| YTD | -1.7% | -49.7% | +48.0% | +1.0% |
| 1Y | -1.1% | -59.1% | +58.0% | +2.2% |
| All | +29.0% | -77.9% | +106.9% | +32.5% |
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