+9.3%
CAT vs FIX
+15.7%
-6.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.5% | -0.1% |
| 7D | +7.4% | +9.4% | -2.0% | +2.6% |
| 30D | -19.7% | -27.8% | +8.1% | -6.3% |
| 3M | -29.6% | -35.6% | +5.9% | -13.2% |
| 6M | -33.2% | -45.2% | +12.0% | -10.6% |
| YTD | +5.7% | +19.5% | -13.8% | -1.8% |
| 1Y | +9.3% | +24.2% | -14.9% | 0.0% |
| All | +9.3% | +15.7% | -6.4% | 0.0% |
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