+674.0%
CAT vs FLEX
+569.1%
+104.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.7% | +0.3% | -1.5% |
| 7D | -6.3% | -13.6% | +7.3% | -1.8% |
| 30D | -26.8% | -36.5% | +9.7% | -15.3% |
| 3M | -30.0% | -36.4% | +6.4% | -19.3% |
| 6M | -34.6% | -46.5% | +11.9% | -20.5% |
| YTD | +2.9% | +25.9% | -23.0% | -10.4% |
| 1Y | +3.3% | +19.6% | -16.3% | -8.7% |
| 3Y | +153.7% | +287.0% | -133.3% | +43.7% |
| 5Y | +207.3% | +466.6% | -259.3% | +49.0% |
| 10Y | +674.0% | +626.9% | +47.1% | +210.0% |
| All | +674.0% | +569.1% | +104.9% | +210.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 10y: compounded portfolio wealth divided by compounded FLEX 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…
10y analysis · Full analysis span regression · 6 months rolling