+11.6%
CAT vs FISV
-15.4%
+27.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.9% |
| 7D | +1.7% | -0.3% | +2.0% | +1.6% |
| 30D | -6.6% | -2.1% | -4.5% | -7.2% |
| 3M | -13.3% | -5.7% | -7.6% | -12.4% |
| 6M | +11.6% | -15.3% | +27.0% | +11.1% |
| All | +11.6% | -15.4% | +27.0% | +11.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling