+333.5%
CAT vs FND
-61.9%
+395.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.6% | +5.6% | +2.1% |
| 7D | +5.6% | +0.4% | +5.2% | +5.4% |
| 30D | -2.3% | -23.6% | +21.2% | +3.6% |
| 3M | -10.0% | +4.3% | -14.3% | -11.9% |
| 6M | +21.2% | -20.3% | +41.5% | +25.8% |
| YTD | +44.4% | -21.3% | +65.7% | +49.7% |
| 1Y | +96.3% | -45.4% | +141.7% | +121.0% |
| 3Y | +203.9% | -48.9% | +252.8% | +237.3% |
| 5Y | +333.5% | -61.0% | +394.5% | +368.0% |
| All | +333.5% | -61.9% | +395.3% | +368.0% |
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