+1,110.7%
CAT vs FITB
+293.2%
+817.5%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| 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% | -4.4% |
| 3M | -13.3% | +6.7% | -20.0% | -16.1% |
| 6M | +11.6% | +12.6% | -0.9% | +5.4% |
| YTD | +42.9% | +19.1% | +23.8% | +31.0% |
| 1Y | +95.4% | +22.6% | +72.8% | +76.0% |
| 3Y | +196.6% | +127.1% | +69.5% | +98.9% |
| 5Y | +321.7% | +71.8% | +249.8% | +211.0% |
| All | +1,110.7% | +293.2% | +817.5% | +484.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling