+326.0%
CAT vs FIX
+2,061.9%
-1,735.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.0% |
| 7D | +1.7% | +6.0% | -4.3% | -0.4% |
| 30D | -6.6% | -7.2% | +0.7% | -4.1% |
| 3M | -13.3% | -15.9% | +2.6% | -8.1% |
| 6M | +11.6% | +12.7% | -1.1% | +7.2% |
| YTD | +42.9% | +72.8% | -29.8% | +19.6% |
| 1Y | +95.4% | +122.9% | -27.5% | +49.7% |
| 3Y | +196.6% | +774.3% | -577.7% | +27.9% |
| All | +326.0% | +2,061.9% | -1,735.9% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling