+3.3%
CAT vs FIS
-54.6%
+57.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -6.3% | -27.4% | +21.1% | -11.1% |
| 30D | -26.8% | -16.8% | -10.0% | -26.9% |
| 3M | -30.0% | -32.6% | +2.6% | -34.4% |
| 6M | -34.6% | -33.4% | -1.2% | -37.9% |
| YTD | +2.9% | -56.0% | +59.0% | +3.8% |
| 1Y | +3.3% | -55.1% | +58.4% | +3.6% |
| All | +3.3% | -54.6% | +57.9% | +3.6% |
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 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