+95.4%
CAT vs FITB
+23.7%
+71.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | +1.7% | +0.6% | +1.1% | +1.4% |
| 30D | -6.6% | -4.7% | -1.8% | -4.5% |
| 3M | -13.3% | +6.7% | -20.0% | -16.3% |
| 6M | +11.6% | +12.6% | -0.9% | +4.3% |
| YTD | +42.9% | +19.1% | +23.8% | +31.1% |
| 1Y | +95.4% | +22.6% | +72.8% | +79.7% |
| All | +95.4% | +23.7% | +71.8% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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