+192.1%
CAT vs FN
+148.3%
+43.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -14.2% | +7.9% | -2.9% |
| 7D | -14.5% | -16.0% | +1.5% | -11.1% |
| 30D | -35.7% | -40.1% | +4.4% | -27.7% |
| 3M | -36.3% | -43.9% | +7.6% | -27.9% |
| 6M | -38.5% | -55.6% | +17.1% | -27.5% |
| YTD | -2.5% | -35.7% | +33.1% | +4.2% |
| 1Y | -1.9% | -39.8% | +37.9% | +6.0% |
| 3Y | +139.2% | +80.3% | +58.9% | +93.4% |
| 5Y | +192.1% | +143.3% | +48.9% | +102.7% |
| All | +192.1% | +148.3% | +43.9% | +102.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling