+143.9%
CAT vs FIS
-39.8%
+183.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.0% |
| 7D | -10.3% | -25.5% | +15.2% | -9.6% |
| 30D | -31.2% | -15.1% | -16.1% | -30.7% |
| 3M | -34.7% | -32.1% | -2.5% | -33.8% |
| 6M | -39.5% | -36.1% | -3.4% | -38.2% |
| YTD | -1.7% | -55.4% | +53.7% | +9.3% |
| 1Y | -1.1% | -53.9% | +52.8% | +8.9% |
| 3Y | +143.9% | -39.8% | +183.6% | +126.4% |
| All | +143.9% | -39.8% | +183.7% | +126.4% |
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