+7,414.4%
CAT vs FLR
+603.8%
+6,810.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.3% | +4.1% | +2.5% |
| 7D | +1.7% | +5.4% | -3.7% | -0.2% |
| 30D | -6.6% | +11.4% | -17.9% | -10.8% |
| 3M | -13.3% | +11.4% | -24.7% | -17.1% |
| 6M | +11.6% | +16.6% | -5.0% | +4.3% |
| YTD | +42.9% | +41.7% | +1.2% | +24.7% |
| 1Y | +95.4% | +35.4% | +60.0% | +72.2% |
| 3Y | +196.6% | +57.3% | +139.3% | +135.4% |
| 5Y | +321.7% | +241.0% | +80.7% | +146.9% |
| 10Y | +1,140.8% | +16.6% | +1,124.1% | +747.2% |
| All | +7,414.4% | +603.8% | +6,810.6% | +2,422.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling