+166.0%
CAT vs FIVE
+42.1%
+124.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +5.6% | +1.6% | +6.4% |
| 7D | -2.4% | +6.2% | -8.6% | -3.3% |
| 30D | -25.0% | +18.2% | -43.2% | -26.9% |
| 3M | -28.7% | +3.8% | -32.6% | -29.3% |
| 6M | -33.0% | +13.7% | -46.7% | -34.8% |
| YTD | +5.4% | +34.7% | -29.3% | -0.4% |
| 1Y | +7.3% | +66.6% | -59.4% | -2.1% |
| 3Y | +166.0% | +44.3% | +121.8% | +120.5% |
| All | +166.0% | +42.1% | +124.0% | +120.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling