+1,761.5%
CAT vs FN
+3,620.5%
-1,859.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +1.0% |
| 7D | +1.7% | -1.7% | +3.4% | +2.1% |
| 30D | -6.6% | -22.0% | +15.4% | -1.9% |
| 3M | -13.3% | -43.0% | +29.7% | -3.3% |
| 6M | +11.6% | -27.7% | +39.4% | +17.0% |
| YTD | +42.9% | -10.5% | +53.5% | +42.1% |
| 1Y | +95.4% | +12.5% | +82.9% | +84.2% |
| 3Y | +196.6% | +153.8% | +42.8% | +123.4% |
| 5Y | +321.7% | +288.0% | +33.7% | +180.9% |
| 10Y | +1,140.8% | +906.4% | +234.4% | +557.9% |
| All | +1,761.5% | +3,620.5% | -1,859.1% | +681.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling