+95.4%
CAT vs FLR
+31.2%
+64.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.1% | +2.6% |
| 7D | +1.7% | +5.4% | -3.7% | -0.4% |
| 30D | -6.6% | +11.4% | -17.9% | -11.1% |
| 3M | -13.3% | +11.4% | -24.7% | -17.5% |
| 6M | +11.6% | +16.6% | -5.0% | +3.2% |
| YTD | +42.9% | +41.7% | +1.2% | +22.2% |
| 1Y | +95.4% | +35.4% | +60.0% | +68.7% |
| All | +95.4% | +31.2% | +64.2% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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