-1.1%
CAT vs FIS
-54.2%
+53.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +0.5% |
| 7D | -10.3% | -25.5% | +15.2% | -14.2% |
| 30D | -31.2% | -15.1% | -16.1% | -31.0% |
| 3M | -34.7% | -32.1% | -2.5% | -38.8% |
| 6M | -39.5% | -36.1% | -3.4% | -42.7% |
| YTD | -1.7% | -55.4% | +53.7% | -0.4% |
| 1Y | -1.1% | -53.9% | +52.8% | -0.5% |
| All | -1.1% | -54.2% | +53.0% | -0.5% |
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