+158.9%
CAT vs FISV
-47.3%
+206.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +3.0% |
| 7D | +1.7% | +3.0% | -1.2% | +2.0% |
| 30D | -24.6% | +38.8% | -63.3% | -22.3% |
| 3M | -28.5% | +21.2% | -49.7% | -27.1% |
| 6M | -34.8% | +17.5% | -52.3% | -33.4% |
| YTD | +5.9% | -4.9% | +10.8% | +7.4% |
| 1Y | +6.8% | -0.6% | +7.4% | +8.5% |
| All | +158.9% | -47.3% | +206.3% | +123.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling