+95.4%
CAT vs FISV
-61.2%
+156.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.8% |
| 7D | +1.7% | -0.3% | +2.0% | +1.6% |
| 30D | -6.6% | -2.1% | -4.5% | -6.9% |
| 3M | -13.3% | -5.7% | -7.6% | -13.5% |
| 6M | +11.6% | -15.3% | +27.0% | +9.4% |
| YTD | +42.9% | -21.1% | +64.0% | +38.2% |
| 1Y | +95.4% | -61.1% | +156.5% | +72.3% |
| All | +95.4% | -61.2% | +156.6% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 1y: compounded portfolio wealth divided by compounded FISV 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…
1y analysis · Full analysis span regression · 6 months rolling