-12.3%
CAT vs FPS
-13.7%
+1.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -17.3% | +12.1% | 0.0% |
| 7D | -17.1% | -23.3% | +6.2% | -10.7% |
| 30D | -30.1% | -42.4% | +12.3% | -18.8% |
| 3M | -32.4% | -43.0% | +10.7% | -21.8% |
| 6M | -32.1% | -44.5% | +12.4% | -22.2% |
| All | -12.3% | -13.7% | +1.4% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 1y: compounded portfolio wealth divided by compounded FPS 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…
1y analysis · Full analysis span regression · 6 months rolling