+5,328.9%
CAT vs FIS
+374.5%
+4,954.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.1% |
| 7D | +1.7% | +1.1% | +0.6% | +1.3% |
| 30D | -6.6% | -2.2% | -4.3% | -6.0% |
| 3M | -13.3% | +2.1% | -15.4% | -15.3% |
| 6M | +11.6% | -14.7% | +26.3% | +15.4% |
| YTD | +42.9% | -35.7% | +78.7% | +64.7% |
| 1Y | +95.4% | -37.1% | +132.5% | +125.7% |
| 3Y | +196.6% | -20.0% | +216.6% | +203.7% |
| 5Y | +321.7% | -62.1% | +383.8% | +455.2% |
| 10Y | +1,140.8% | -37.4% | +1,178.2% | +1,170.2% |
| All | +5,328.9% | +374.5% | +4,954.3% | +2,396.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling