+92.1%
CAT vs FISV
-64.0%
+156.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.2% |
| 7D | +0.6% | -7.2% | +7.8% | -1.0% |
| 30D | -4.5% | -7.2% | +2.6% | -6.0% |
| 3M | -5.8% | -8.2% | +2.4% | -6.6% |
| 6M | +12.7% | -17.7% | +30.4% | +9.7% |
| YTD | +41.4% | -27.2% | +68.5% | +34.4% |
| 1Y | +92.1% | -63.0% | +155.0% | +67.7% |
| All | +92.1% | -64.0% | +156.1% | +67.7% |
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 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