+4,117.5%
CAT vs FIX
+7,433.0%
-3,315.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -11.6% | +5.2% | -3.5% |
| 7D | -14.5% | -27.2% | +12.8% | -7.6% |
| 30D | -35.7% | -46.9% | +11.2% | -25.0% |
| 3M | -36.3% | -44.4% | +8.1% | -26.6% |
| 6M | -38.5% | -50.9% | +12.4% | -27.1% |
| YTD | -2.5% | +3.5% | -6.1% | -3.6% |
| 1Y | -1.9% | -2.1% | +0.2% | -1.8% |
| 3Y | +139.2% | +418.7% | -279.5% | +53.8% |
| 5Y | +192.1% | +894.6% | -702.4% | +59.3% |
| 10Y | +732.3% | +3,465.5% | -2,733.2% | +233.5% |
| All | +4,117.5% | +7,433.0% | -3,315.5% | +1,225.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling