-1.1%
CAT vs FIVE
+55.9%
-57.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | -10.3% | -0.3% | -10.0% | -10.2% |
| 30D | -31.2% | +17.7% | -48.9% | -32.5% |
| 3M | -34.7% | +4.0% | -38.6% | -35.1% |
| 6M | -39.5% | +2.6% | -42.1% | -38.9% |
| YTD | -1.7% | +27.6% | -29.2% | -10.7% |
| 1Y | -1.1% | +59.9% | -61.1% | -17.4% |
| All | -1.1% | +55.9% | -57.0% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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