+1,126.0%
CAT vs FLR
+18.9%
+1,107.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | +5.6% | +0.7% | +4.9% | +5.4% |
| 30D | -2.3% | -0.7% | -1.7% | -2.4% |
| 3M | -10.0% | +14.3% | -24.3% | -13.4% |
| 6M | +21.2% | +25.6% | -4.4% | +13.4% |
| YTD | +44.4% | +42.9% | +1.6% | +30.7% |
| 1Y | +96.3% | +38.7% | +57.6% | +78.4% |
| 3Y | +203.9% | +61.8% | +142.1% | +157.8% |
| 5Y | +333.5% | +254.1% | +79.4% | +203.0% |
| 10Y | +1,126.0% | +20.0% | +1,106.0% | +981.0% |
| All | +1,126.0% | +18.9% | +1,107.2% | +981.0% |
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