+1,134.9%
CAT vs FIX
+5,813.3%
-4,678.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.0% |
| 7D | +1.7% | +6.0% | -4.3% | -0.5% |
| 30D | -6.6% | -7.2% | +0.7% | -4.0% |
| 3M | -13.3% | -15.9% | +2.6% | -7.8% |
| 6M | +11.6% | +12.7% | -1.1% | +6.4% |
| YTD | +42.9% | +72.8% | -29.8% | +16.4% |
| 1Y | +95.4% | +122.9% | -27.5% | +43.4% |
| 3Y | +196.6% | +774.3% | -577.7% | +17.0% |
| 5Y | +321.7% | +2,049.5% | -1,727.8% | +11.5% |
| All | +1,134.9% | +5,813.3% | -4,678.4% | +121.4% |
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