+3,634.8%
CAT vs FIS
+229.2%
+3,405.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.7% |
| 7D | -10.3% | -25.5% | +15.2% | -1.3% |
| 30D | -31.2% | -15.1% | -16.1% | -28.3% |
| 3M | -34.7% | -32.1% | -2.5% | -26.3% |
| 6M | -39.5% | -36.1% | -3.4% | -31.4% |
| YTD | -1.7% | -55.4% | +53.7% | +27.1% |
| 1Y | -1.1% | -53.9% | +52.8% | +26.0% |
| 3Y | +143.9% | -39.8% | +183.6% | +170.9% |
| 5Y | +194.8% | -71.1% | +265.9% | +318.3% |
| 10Y | +739.8% | -53.8% | +793.6% | +839.6% |
| All | +3,634.8% | +229.2% | +3,405.6% | +1,826.2% |
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