+11,812.8%
CAT vs FLEX
+7,523.3%
+4,289.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.4% |
| 7D | +1.7% | -0.9% | +2.6% | +1.9% |
| 30D | -6.6% | -10.1% | +3.6% | -4.4% |
| 3M | -13.3% | -31.3% | +18.1% | -6.2% |
| 6M | +11.6% | +71.3% | -59.7% | -2.4% |
| YTD | +42.9% | +81.2% | -38.3% | +23.3% |
| 1Y | +95.4% | +98.5% | -3.1% | +65.0% |
| 3Y | +196.6% | +428.2% | -231.7% | +100.6% |
| 5Y | +321.7% | +657.3% | -335.6% | +162.3% |
| 10Y | +1,140.8% | +995.9% | +144.9% | +577.5% |
| All | +11,812.8% | +7,523.3% | +4,289.5% | +4,329.0% |
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 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