-1.1%
CAT vs FN
-33.3%
+32.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +11.7% | -10.8% | -2.6% |
| 7D | -10.3% | 0.0% | -10.2% | -10.8% |
| 30D | -31.2% | -34.3% | +3.1% | -22.8% |
| 3M | -34.7% | -39.9% | +5.2% | -25.6% |
| 6M | -39.5% | -51.8% | +12.4% | -28.1% |
| YTD | -1.7% | -28.1% | +26.5% | +1.7% |
| 1Y | -1.1% | -29.1% | +28.0% | +2.8% |
| All | -1.1% | -33.3% | +32.2% | +2.8% |
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