+95.4%
CAT vs FIS
-37.2%
+132.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.4% |
| 7D | +1.7% | +1.1% | +0.6% | +2.1% |
| 30D | -6.6% | -2.2% | -4.3% | -7.2% |
| 3M | -13.3% | +2.1% | -15.4% | -11.8% |
| 6M | +11.6% | -14.7% | +26.3% | +9.9% |
| YTD | +42.9% | -35.7% | +78.7% | +33.9% |
| 1Y | +95.4% | -37.1% | +132.5% | +85.3% |
| All | +95.4% | -37.2% | +132.7% | +85.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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