+5,069.6%
CAT vs FLR
+482.5%
+4,587.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | -0.2% |
| 7D | -10.3% | -0.8% | -9.5% | -10.0% |
| 30D | -31.2% | -9.1% | -22.1% | -28.9% |
| 3M | -34.7% | -4.7% | -30.0% | -34.3% |
| 6M | -39.5% | -14.2% | -25.2% | -37.2% |
| YTD | -1.7% | +17.3% | -18.9% | -8.6% |
| 1Y | -1.1% | +4.3% | -5.4% | -4.5% |
| 3Y | +143.9% | +30.7% | +113.1% | +106.4% |
| 5Y | +194.8% | +101.3% | +93.5% | +107.8% |
| 10Y | +739.8% | +12.4% | +727.4% | +475.3% |
| All | +5,069.6% | +482.5% | +4,587.1% | +1,748.9% |
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