+3.3%
CAT vs FLEX
+18.3%
-15.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.7% | +0.3% | -1.5% |
| 7D | -6.3% | -13.6% | +7.3% | -2.1% |
| 30D | -26.8% | -36.5% | +9.7% | -16.0% |
| 3M | -30.0% | -36.4% | +6.4% | -19.9% |
| 6M | -34.6% | -46.5% | +11.9% | -21.4% |
| YTD | +2.9% | +25.9% | -23.0% | -9.3% |
| 1Y | +3.3% | +19.6% | -16.3% | -6.9% |
| All | +3.3% | +18.3% | -15.1% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling