+1,255.5%
CAT vs FN
+3,020.0%
-1,764.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.0% | +0.7% | -3.9% |
| 7D | -17.1% | -7.0% | -10.1% | -15.9% |
| 30D | -30.1% | -24.7% | -5.4% | -26.0% |
| 3M | -32.4% | -35.7% | +3.3% | -26.4% |
| 6M | -32.1% | -52.4% | +20.3% | -22.1% |
| YTD | +4.1% | -25.0% | +29.1% | +6.9% |
| 1Y | +8.9% | -25.7% | +34.6% | +11.6% |
| 3Y | +155.5% | +110.2% | +45.3% | +99.5% |
| 5Y | +215.5% | +192.3% | +23.2% | +122.7% |
| 10Y | +788.9% | +812.3% | -23.4% | +381.5% |
| All | +1,255.5% | +3,020.0% | -1,764.5% | +487.8% |
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 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