+6.5%
CAT vs FND
-23.4%
+29.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.0% | +1.2% |
| 7D | +9.3% | -5.1% | +14.5% | +10.1% |
| 30D | -21.5% | +9.2% | -30.7% | -22.7% |
| 3M | -29.1% | -17.7% | -11.4% | -26.5% |
| 6M | -33.4% | +2.5% | -35.8% | -34.8% |
| YTD | +6.6% | -19.8% | +26.4% | +7.2% |
| 1Y | +6.5% | -22.7% | +29.2% | +8.1% |
| All | +6.5% | -23.4% | +29.9% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling