+332.7%
CAT vs FLR
+245.1%
+87.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.3% | +0.2% |
| 7D | +2.9% | -3.1% | +6.1% | +4.0% |
| 30D | -2.6% | +4.9% | -7.6% | -4.4% |
| 3M | -10.7% | +10.8% | -21.5% | -14.5% |
| 6M | +16.1% | +19.7% | -3.5% | +7.5% |
| YTD | +43.2% | +38.4% | +4.9% | +26.0% |
| 1Y | +96.8% | +34.7% | +62.1% | +73.8% |
| 3Y | +201.4% | +56.7% | +144.7% | +136.5% |
| 5Y | +332.7% | +241.6% | +91.1% | +154.5% |
| All | +332.7% | +245.1% | +87.6% | +154.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling