+5.8%
CAT vs FND
-10.2%
+16.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.1% | +3.1% | +6.7% |
| 7D | -2.4% | +8.5% | -10.9% | -3.4% |
| 30D | -25.0% | +17.2% | -42.2% | -26.8% |
| 3M | -28.7% | -14.9% | -13.8% | -26.2% |
| 6M | -33.0% | +3.1% | -36.1% | -33.8% |
| YTD | +5.4% | -12.4% | +17.8% | +5.0% |
| All | +5.8% | -10.2% | +16.1% | +5.3% |
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