+160.5%
CAT vs FITB
+141.3%
+19.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +1.1% |
| 7D | +9.3% | +0.8% | +8.5% | +8.9% |
| 30D | -21.5% | +7.3% | -28.8% | -24.6% |
| 3M | -29.1% | -6.3% | -22.8% | -26.6% |
| 6M | -33.4% | +12.6% | -45.9% | -38.1% |
| YTD | +6.6% | +18.0% | -11.4% | -4.1% |
| 1Y | +6.5% | +28.9% | -22.4% | -8.8% |
| All | +160.5% | +141.3% | +19.2% | +67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling