+5,442.1%
CAT vs FLR
+530.7%
+4,911.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +8.3% | -1.1% | +4.4% |
| 7D | -2.4% | +8.5% | -10.9% | -5.0% |
| 30D | -25.0% | -0.7% | -24.3% | -24.8% |
| 3M | -28.7% | -11.7% | -17.0% | -25.9% |
| 6M | -33.0% | +16.2% | -49.2% | -36.9% |
| YTD | +5.4% | +27.0% | -21.6% | -4.6% |
| 1Y | +7.3% | +10.1% | -2.8% | +1.8% |
| 3Y | +166.0% | +46.2% | +119.9% | +116.9% |
| 5Y | +210.1% | +121.4% | +88.7% | +111.7% |
| 10Y | +712.5% | +11.0% | +701.5% | +464.6% |
| All | +5,442.1% | +530.7% | +4,911.3% | +1,830.1% |
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