+1,126.0%
CAT vs FIS
-40.5%
+1,166.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.9% | +6.9% | +2.8% |
| 7D | +5.6% | -3.5% | +9.0% | +6.5% |
| 30D | -2.3% | -7.8% | +5.5% | -0.2% |
| 3M | -10.0% | +0.8% | -10.8% | -11.5% |
| 6M | +21.2% | -21.9% | +43.1% | +28.4% |
| YTD | +44.4% | -39.5% | +83.9% | +66.6% |
| 1Y | +96.3% | -41.0% | +137.3% | +127.2% |
| 3Y | +203.9% | -23.6% | +227.5% | +213.1% |
| 5Y | +333.5% | -65.6% | +399.1% | +496.4% |
| 10Y | +1,126.0% | -40.2% | +1,166.2% | +1,154.6% |
| All | +1,126.0% | -40.5% | +1,166.6% | +1,154.6% |
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