+96.3%
CAT vs FLR
+36.1%
+60.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | +5.6% | +0.7% | +4.9% | +5.3% |
| 30D | -2.3% | -0.7% | -1.7% | -2.4% |
| 3M | -10.0% | +14.3% | -24.3% | -15.1% |
| 6M | +21.2% | +25.6% | -4.4% | +9.0% |
| YTD | +44.4% | +42.9% | +1.6% | +23.1% |
| 1Y | +96.3% | +38.7% | +57.6% | +68.8% |
| All | +96.3% | +36.1% | +60.2% | +68.8% |
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