+214.2%
CAT vs FIS
-72.9%
+287.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.1% | +6.7% | +1.4% |
| 7D | +9.3% | -3.5% | +12.8% | +9.7% |
| 30D | -21.5% | -19.4% | -2.1% | -19.8% |
| 3M | -29.1% | -31.6% | +2.5% | -26.1% |
| 6M | -33.4% | -32.5% | -0.8% | -30.8% |
| YTD | +6.6% | -56.0% | +62.5% | +20.5% |
| 1Y | +6.5% | -55.5% | +62.1% | +20.2% |
| 3Y | +162.7% | -41.3% | +204.0% | +176.0% |
| 5Y | +214.2% | -72.3% | +286.5% | +280.8% |
| All | +214.2% | -72.9% | +287.1% | +280.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling