+615.5%
CAT vs FOXA
+90.8%
+524.7%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.4% | +5.1% | +2.8% |
| 7D | +1.7% | -4.0% | +5.7% | +3.0% |
| 30D | -6.6% | +12.0% | -18.5% | -10.3% |
| 3M | -13.3% | +0.3% | -13.6% | -14.8% |
| 6M | +11.6% | +12.5% | -0.9% | +4.6% |
| YTD | +42.9% | -9.6% | +52.6% | +45.1% |
| 1Y | +95.4% | +8.6% | +86.9% | +83.5% |
| 3Y | +196.6% | +118.5% | +78.0% | +108.7% |
| 5Y | +321.7% | +88.8% | +232.9% | +207.9% |
| All | +615.5% | +90.8% | +524.7% | +361.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling