+1,110.7%
CAT vs FLEX
+1,001.7%
+109.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.2% |
| 7D | +1.7% | -0.9% | +2.6% | +2.0% |
| 30D | -6.6% | -10.1% | +3.6% | -3.1% |
| 3M | -13.3% | -31.3% | +18.1% | -1.9% |
| 6M | +11.6% | +71.3% | -59.7% | -11.1% |
| YTD | +42.9% | +81.2% | -38.3% | +11.2% |
| 1Y | +95.4% | +98.5% | -3.1% | +46.5% |
| 3Y | +196.6% | +428.2% | -231.7% | +52.1% |
| 5Y | +321.7% | +657.3% | -335.6% | +86.4% |
| All | +1,110.7% | +1,001.7% | +109.0% | +304.5% |
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