+183.3%
CAT vs FND
-61.6%
+244.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -10.3% | +7.7% | -18.0% | -11.9% |
| 30D | -31.2% | +11.9% | -43.0% | -33.3% |
| 3M | -34.7% | -14.6% | -20.1% | -32.8% |
| 6M | -39.5% | +0.5% | -39.9% | -40.7% |
| YTD | -1.7% | -15.8% | +14.2% | -0.2% |
| 1Y | -1.1% | -12.9% | +11.8% | -0.6% |
| 3Y | +143.9% | -34.2% | +178.0% | +155.5% |
| All | +183.3% | -61.6% | +244.9% | +207.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling