+19,212.2%
CAT vs FISV
+12,783.2%
+6,429.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +1.6% |
| 7D | +9.3% | -2.0% | +11.3% | +9.9% |
| 30D | -21.5% | +31.8% | -53.3% | -27.7% |
| 3M | -29.1% | +19.3% | -48.4% | -33.1% |
| 6M | -33.4% | +12.1% | -45.4% | -36.9% |
| YTD | +6.6% | -8.4% | +15.0% | +5.6% |
| 1Y | +6.5% | -4.5% | +11.0% | +4.2% |
| 3Y | +162.7% | -49.4% | +212.1% | +181.5% |
| 5Y | +214.2% | -39.0% | +253.2% | +213.8% |
| 10Y | +705.2% | +22.3% | +682.9% | +541.3% |
| All | +19,212.2% | +12,783.2% | +6,429.0% | +6,741.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling