+849.5%
CAT vs FIVE
+826.1%
+23.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.3% | -2.1% | -5.5% |
| 7D | -14.5% | -1.7% | -12.8% | -14.3% |
| 30D | -35.7% | +14.9% | -50.7% | -37.6% |
| 3M | -36.3% | +7.6% | -43.9% | -37.6% |
| 6M | -38.5% | +6.4% | -45.0% | -40.1% |
| YTD | -2.5% | +28.1% | -30.6% | -8.5% |
| 1Y | -1.9% | +54.7% | -56.6% | -11.4% |
| 3Y | +139.2% | +36.1% | +103.1% | +110.1% |
| 5Y | +192.1% | +14.9% | +177.3% | +157.6% |
| 10Y | +732.3% | +578.8% | +153.4% | +428.5% |
| All | +849.5% | +826.1% | +23.3% | +466.4% |
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