+204.5%
CAT vs FN
+194.7%
+9.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.8% | +2.4% | -1.2% |
| 7D | -6.3% | -4.1% | -2.2% | -5.6% |
| 30D | -26.8% | -28.3% | +1.5% | -21.3% |
| 3M | -30.0% | -33.9% | +3.8% | -24.0% |
| 6M | -34.6% | -43.9% | +9.3% | -27.2% |
| YTD | +2.9% | -23.4% | +26.4% | +5.3% |
| 1Y | +3.3% | -25.4% | +28.7% | +5.9% |
| 3Y | +153.7% | +107.9% | +45.8% | +97.6% |
| All | +204.5% | +194.7% | +9.9% | +101.9% |
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