+6.8%
CAT vs FIX
+21.5%
-14.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.0% | -2.1% | +0.3% |
| 7D | +1.7% | +6.4% | -4.7% | -1.7% |
| 30D | -24.6% | -29.1% | +4.5% | -11.1% |
| 3M | -28.5% | -31.1% | +2.7% | -14.8% |
| 6M | -34.8% | -42.8% | +8.0% | -14.8% |
| YTD | +5.9% | +24.6% | -18.7% | -3.9% |
| 1Y | +6.8% | +21.9% | -15.1% | -1.8% |
| All | +6.8% | +21.5% | -14.7% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling