-38.5%
CAT vs FIX
-50.5%
+12.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -11.6% | +5.2% | -0.6% |
| 7D | -14.5% | -27.2% | +12.8% | -0.4% |
| 30D | -35.7% | -46.9% | +11.2% | -11.1% |
| 3M | -36.3% | -44.4% | +8.1% | -14.4% |
| 6M | -38.5% | -50.9% | +12.4% | -10.2% |
| All | -38.5% | -50.5% | +12.0% | -10.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling