+688.6%
CAT vs FLR
+7.4%
+681.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.6% |
| 7D | +7.4% | +5.4% | +2.1% | +6.1% |
| 30D | -19.7% | +2.8% | -22.5% | -20.2% |
| 3M | -29.6% | -6.4% | -23.2% | -28.5% |
| 6M | -33.2% | +8.8% | -42.0% | -34.9% |
| YTD | +5.7% | +23.6% | -17.9% | -0.8% |
| 1Y | +9.3% | +13.8% | -4.5% | +4.7% |
| 3Y | +158.3% | +36.5% | +121.9% | +128.9% |
| 5Y | +211.6% | +119.3% | +92.2% | +143.7% |
| All | +688.6% | +7.4% | +681.3% | +660.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling