+415.1%
CAT vs FOXA
+96.5%
+318.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.9% | -2.2% |
| 7D | -6.3% | +0.4% | -6.7% | -6.4% |
| 30D | -26.8% | +7.9% | -34.7% | -28.8% |
| 3M | -30.0% | +6.7% | -36.7% | -32.0% |
| 6M | -34.6% | +7.5% | -42.1% | -37.7% |
| YTD | +2.9% | -6.9% | +9.8% | +3.0% |
| 1Y | +3.3% | +2.2% | +1.1% | -0.5% |
| 3Y | +153.7% | +131.4% | +22.3% | +74.3% |
| 5Y | +207.3% | +76.2% | +131.1% | +130.4% |
| All | +415.1% | +96.5% | +318.6% | +227.7% |
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