+160.5%
CAT vs FIS
-41.2%
+201.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.1% | +6.7% | +0.8% |
| 7D | +9.3% | -3.5% | +12.8% | +9.4% |
| 30D | -21.5% | -19.4% | -2.1% | -20.8% |
| 3M | -29.1% | -31.6% | +2.5% | -28.2% |
| 6M | -33.4% | -32.5% | -0.8% | -32.5% |
| YTD | +6.6% | -56.0% | +62.5% | +18.5% |
| 1Y | +6.5% | -55.5% | +62.1% | +18.1% |
| All | +160.5% | -41.2% | +201.7% | +139.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling