+1,292.6%
CAT vs FIVE
+868.1%
+424.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.1% | -3.4% | +0.7% |
| 7D | +1.7% | +4.3% | -2.6% | +0.9% |
| 30D | -6.6% | +12.5% | -19.1% | -8.9% |
| 3M | -13.3% | +31.2% | -44.5% | -18.2% |
| 6M | +11.6% | +14.4% | -2.7% | +7.5% |
| YTD | +42.9% | +33.9% | +9.1% | +33.4% |
| 1Y | +95.4% | +65.1% | +30.4% | +74.6% |
| 3Y | +196.6% | +49.0% | +147.6% | +156.3% |
| 5Y | +321.7% | +30.3% | +291.4% | +263.2% |
| 10Y | +1,140.8% | +481.1% | +659.7% | +701.0% |
| All | +1,292.6% | +868.1% | +424.4% | +726.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling