+428.9%
CAT vs FOXA
+99.6%
+329.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.1% | -5.0% | -2.1% |
| 7D | +7.4% | +2.7% | +4.8% | +6.5% |
| 30D | -19.7% | +10.0% | -29.7% | -22.3% |
| 3M | -29.6% | +5.0% | -34.6% | -31.2% |
| 6M | -33.2% | +3.4% | -36.6% | -35.4% |
| YTD | +5.7% | -5.5% | +11.2% | +5.1% |
| 1Y | +9.3% | +5.5% | +3.8% | +4.1% |
| 3Y | +158.3% | +139.3% | +19.0% | +75.3% |
| 5Y | +211.6% | +77.2% | +134.4% | +133.3% |
| All | +428.9% | +99.6% | +329.3% | +234.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 10y: compounded portfolio wealth divided by compounded FOXA 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…
10y analysis · Full analysis span regression · 6 months rolling