+333.5%
CAT vs FISV
-55.8%
+389.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +5.1% | +1.2% |
| 7D | +5.6% | -1.6% | +7.1% | +5.6% |
| 30D | -2.3% | -3.0% | +0.6% | -2.2% |
| 3M | -10.0% | -3.5% | -6.5% | -10.0% |
| 6M | +21.2% | -19.4% | +40.6% | +22.8% |
| YTD | +44.4% | -24.3% | +68.7% | +46.9% |
| 1Y | +96.3% | -62.4% | +158.7% | +112.5% |
| 3Y | +203.9% | -58.2% | +262.1% | +193.9% |
| 5Y | +333.5% | -56.5% | +390.0% | +308.1% |
| All | +333.5% | -55.8% | +389.3% | +308.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling