+95.4%
CAT vs FN
+17.1%
+78.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +0.8% |
| 7D | +1.7% | -1.7% | +3.4% | +2.2% |
| 30D | -6.6% | -22.0% | +15.4% | -0.5% |
| 3M | -13.3% | -43.0% | +29.7% | -0.6% |
| 6M | +11.6% | -27.7% | +39.4% | +17.7% |
| YTD | +42.9% | -10.5% | +53.5% | +40.6% |
| 1Y | +95.4% | +12.5% | +82.9% | +80.4% |
| All | +95.4% | +17.1% | +78.4% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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