+210.1%
CAT vs FIVE
+19.1%
+191.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +5.6% | +1.6% | +6.2% |
| 7D | -2.4% | +6.2% | -8.6% | -3.5% |
| 30D | -25.0% | +18.2% | -43.2% | -27.3% |
| 3M | -28.7% | +3.8% | -32.6% | -29.5% |
| 6M | -33.0% | +13.7% | -46.7% | -35.2% |
| YTD | +5.4% | +34.7% | -29.3% | -1.5% |
| 1Y | +7.3% | +66.6% | -59.4% | -3.8% |
| 3Y | +166.0% | +44.3% | +121.8% | +133.1% |
| 5Y | +210.1% | +18.8% | +191.3% | +167.2% |
| All | +210.1% | +19.1% | +191.0% | +167.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling