+688.6%
CAT vs FIS
-53.2%
+741.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.2% | -5.0% | -2.0% |
| 7D | +7.4% | +2.8% | +4.6% | +6.5% |
| 30D | -19.7% | -16.7% | -3.0% | -16.8% |
| 3M | -29.6% | -32.3% | +2.7% | -22.8% |
| 6M | -33.2% | -29.1% | -4.1% | -28.7% |
| YTD | +5.7% | -54.1% | +59.8% | +29.4% |
| 1Y | +9.3% | -53.7% | +63.1% | +33.5% |
| 3Y | +158.3% | -38.8% | +197.2% | +177.3% |
| 5Y | +211.6% | -71.1% | +282.7% | +332.6% |
| All | +688.6% | -53.2% | +741.8% | +746.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling