+333.5%
CAT vs FOXA
+89.1%
+244.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | +5.6% | -0.6% | +6.2% | +5.7% |
| 30D | -2.3% | +2.3% | -4.7% | -3.1% |
| 3M | -10.0% | -2.8% | -7.2% | -9.8% |
| 6M | +21.2% | +9.6% | +11.6% | +15.9% |
| YTD | +44.4% | -9.9% | +54.3% | +48.1% |
| 1Y | +96.3% | +5.4% | +90.9% | +88.5% |
| 3Y | +203.9% | +115.3% | +88.6% | +119.1% |
| 5Y | +333.5% | +93.1% | +240.4% | +205.1% |
| All | +333.5% | +89.1% | +244.4% | +205.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling