+8,095.6%
CAT vs FLEX
+4,757.3%
+3,338.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.6% | -3.7% | -0.1% |
| 7D | -10.3% | -19.3% | +9.0% | -6.1% |
| 30D | -31.2% | -41.5% | +10.3% | -23.1% |
| 3M | -34.7% | -43.1% | +8.5% | -26.6% |
| 6M | -39.5% | -48.2% | +8.7% | -30.8% |
| YTD | -1.7% | +15.5% | -17.1% | -7.1% |
| 1Y | -1.1% | +10.2% | -11.3% | -5.8% |
| 3Y | +143.9% | +256.8% | -113.0% | +79.0% |
| 5Y | +194.8% | +408.2% | -213.4% | +99.2% |
| 10Y | +739.8% | +580.8% | +159.0% | +405.0% |
| All | +8,095.6% | +4,757.3% | +3,338.3% | +3,239.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling