-13.3%
CAT vs FPS
-17.4%
+4.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.0% | +2.6% | -0.9% |
| 7D | -6.3% | -20.9% | +14.5% | -0.5% |
| 30D | -26.8% | -46.3% | +19.5% | -13.7% |
| 3M | -30.0% | -42.9% | +12.8% | -19.8% |
| 6M | -34.6% | -46.8% | +12.2% | -24.5% |
| All | -13.3% | -17.4% | +4.1% | -13.6% |
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