+158.3%
CAT vs FIVE
+40.0%
+118.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +7.4% | +2.7% | +4.8% | +7.1% |
| 30D | -19.7% | +12.7% | -32.3% | -21.2% |
| 3M | -29.6% | +2.1% | -31.7% | -30.0% |
| 6M | -33.2% | +17.5% | -50.7% | -35.4% |
| YTD | +5.7% | +31.0% | -25.3% | +0.2% |
| 1Y | +9.3% | +67.7% | -58.4% | -0.3% |
| 3Y | +158.3% | +43.4% | +115.0% | +112.7% |
| All | +158.3% | +40.0% | +118.4% | +112.7% |
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