+862.5%
CAT vs FND
+66.0%
+796.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.3% |
| 7D | +1.7% | -5.2% | +6.9% | +3.0% |
| 30D | -6.6% | -19.9% | +13.3% | -1.8% |
| 3M | -13.3% | +2.7% | -16.0% | -14.7% |
| 6M | +11.6% | -21.7% | +33.3% | +16.6% |
| YTD | +42.9% | -17.5% | +60.5% | +46.8% |
| 1Y | +95.4% | -39.3% | +134.7% | +114.9% |
| 3Y | +196.6% | -49.8% | +246.4% | +231.7% |
| 5Y | +321.7% | -60.1% | +381.7% | +374.8% |
| All | +862.5% | +66.0% | +796.4% | +647.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling