+592.9%
CAT vs FND
+70.0%
+522.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.5% | +1.2% | -1.6% |
| 7D | -6.3% | +6.8% | -13.1% | -7.9% |
| 30D | -26.8% | +13.1% | -39.9% | -29.3% |
| 3M | -30.0% | -13.1% | -17.0% | -28.3% |
| 6M | -34.6% | -0.6% | -34.0% | -35.8% |
| YTD | +2.9% | -15.5% | +18.4% | +4.4% |
| 1Y | +3.3% | -13.7% | +16.9% | +4.0% |
| 3Y | +153.7% | -35.0% | +188.7% | +165.8% |
| 5Y | +207.3% | -60.1% | +267.4% | +244.5% |
| All | +592.9% | +70.0% | +522.8% | +431.4% |
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