+6,085.7%
CAT vs FIX
+12,471.5%
-6,385.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.9% | -0.2% | +1.2% |
| 7D | +1.7% | +6.0% | -4.3% | +0.2% |
| 30D | -6.6% | -7.2% | +0.7% | -4.9% |
| 3M | -13.3% | -15.9% | +2.6% | -9.6% |
| 6M | +11.6% | +12.7% | -1.1% | +8.3% |
| YTD | +42.9% | +72.8% | -29.8% | +25.0% |
| 1Y | +95.4% | +122.9% | -27.5% | +59.8% |
| 3Y | +196.6% | +774.3% | -577.7% | +67.6% |
| 5Y | +321.7% | +2,049.5% | -1,727.8% | +91.5% |
| 10Y | +1,140.8% | +5,821.5% | -4,680.7% | +339.0% |
| All | +6,085.7% | +12,471.5% | -6,385.8% | +1,619.5% |
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