-38.5%
CAT vs FN
-54.4%
+15.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -14.2% | +7.9% | -1.8% |
| 7D | -14.5% | -16.0% | +1.5% | -9.9% |
| 30D | -35.7% | -40.1% | +4.4% | -25.0% |
| 3M | -36.3% | -43.9% | +7.6% | -25.2% |
| 6M | -38.5% | -55.6% | +17.1% | -24.5% |
| All | -38.5% | -54.4% | +15.9% | -24.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling