+183.3%
CAT vs FIVE
+14.2%
+169.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -10.3% | -0.3% | -10.0% | -10.3% |
| 30D | -31.2% | +17.7% | -48.9% | -33.3% |
| 3M | -34.7% | +4.0% | -38.6% | -35.4% |
| 6M | -39.5% | +2.6% | -42.1% | -40.4% |
| YTD | -1.7% | +27.6% | -29.2% | -7.3% |
| 1Y | -1.1% | +59.9% | -61.1% | -10.7% |
| 3Y | +143.9% | +35.8% | +108.1% | +116.0% |
| All | +183.3% | +14.2% | +169.1% | +145.0% |
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