+695.3%
CAT vs FIX
+3,615.9%
-2,920.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +1.7% |
| 7D | +9.3% | +17.0% | -7.7% | +2.8% |
| 30D | -21.5% | -30.6% | +9.1% | -10.6% |
| 3M | -29.1% | -35.0% | +5.9% | -17.4% |
| 6M | -33.4% | -44.0% | +10.6% | -18.2% |
| YTD | +6.6% | +21.1% | -14.6% | -1.9% |
| 1Y | +6.5% | +16.3% | -9.7% | -0.7% |
| 3Y | +162.7% | +507.4% | -344.7% | +17.5% |
| 5Y | +214.2% | +1,052.1% | -837.8% | +3.9% |
| All | +695.3% | +3,615.9% | -2,920.6% | +66.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 10y: compounded portfolio wealth divided by compounded FIX 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…
10y analysis · Full analysis span regression · 6 months rolling