+674.0%
CAT vs FIX
+3,723.8%
-3,049.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.1% |
| 7D | -6.3% | -13.9% | +7.6% | -1.2% |
| 30D | -26.8% | -35.5% | +8.7% | -14.2% |
| 3M | -30.0% | -33.9% | +3.9% | -19.0% |
| 6M | -34.6% | -43.3% | +8.7% | -20.0% |
| YTD | +2.9% | +18.7% | -15.8% | -4.4% |
| 1Y | +3.3% | +13.8% | -10.5% | -2.9% |
| 3Y | +153.7% | +495.0% | -341.3% | +14.5% |
| 5Y | +207.3% | +1,049.0% | -841.8% | +1.7% |
| 10Y | +674.0% | +3,644.4% | -2,970.4% | +63.4% |
| All | +674.0% | +3,723.8% | -3,049.8% | +63.4% |
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