+17,723.7%
CAT vs FITB
+2,780.8%
+14,943.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | -10.3% | -1.5% | -8.8% | -9.9% |
| 30D | -31.2% | +5.8% | -37.0% | -32.4% |
| 3M | -34.7% | -6.1% | -28.5% | -33.6% |
| 6M | -39.5% | +5.9% | -45.4% | -40.6% |
| YTD | -1.7% | +16.1% | -17.8% | -5.9% |
| 1Y | -1.1% | +28.8% | -30.0% | -8.2% |
| 3Y | +143.9% | +126.0% | +17.8% | +93.4% |
| 5Y | +194.8% | +45.3% | +149.5% | +159.6% |
| 10Y | +739.8% | +255.4% | +484.4% | +465.8% |
| All | +17,723.7% | +2,780.8% | +14,943.0% | +5,501.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling