+158.9%
CAT vs FLEX
+301.8%
-142.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.8% | -0.9% | +1.6% |
| 7D | +1.7% | +2.2% | -0.5% | +0.7% |
| 30D | -24.6% | -32.6% | +8.1% | -14.4% |
| 3M | -28.5% | -35.5% | +7.0% | -17.9% |
| 6M | -34.8% | -45.6% | +10.8% | -21.3% |
| YTD | +5.9% | +30.7% | -24.8% | -9.3% |
| 1Y | +6.8% | +28.4% | -21.5% | -8.2% |
| All | +158.9% | +301.8% | -142.9% | +37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling