+326.0%
CAT vs FITB
+71.5%
+254.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.3% |
| 3M | -13.3% | +6.7% | -20.0% | -16.3% |
| 6M | +11.6% | +12.6% | -0.9% | +5.0% |
| YTD | +42.9% | +19.1% | +23.8% | +30.3% |
| 1Y | +95.4% | +22.6% | +72.8% | +74.9% |
| 3Y | +196.6% | +127.1% | +69.5% | +97.3% |
| All | +326.0% | +71.5% | +254.5% | +197.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling