+1,157.1%
CAT vs FISV
-4.3%
+1,161.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | +0.1% |
| 7D | +2.9% | -6.4% | +9.3% | +4.3% |
| 30D | -2.6% | -6.8% | +4.2% | -1.3% |
| 3M | -10.7% | -10.0% | -0.7% | -9.5% |
| 6M | +16.1% | -20.6% | +36.8% | +20.5% |
| YTD | +43.2% | -27.6% | +70.8% | +51.4% |
| 1Y | +96.8% | -64.3% | +161.2% | +139.7% |
| 3Y | +201.4% | -60.0% | +261.3% | +226.1% |
| 5Y | +332.7% | -57.7% | +390.4% | +345.5% |
| 10Y | +1,157.1% | -3.0% | +1,160.1% | +725.7% |
| All | +1,157.1% | -4.3% | +1,161.4% | +725.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling