+11.6%
CAT vs FPS
-8.3%
+19.9%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.7% | +0.9% |
| 7D | +1.7% | +3.1% | -1.4% | +0.7% |
| 30D | -6.6% | -18.6% | +12.0% | -0.5% |
| 3M | -13.3% | -51.5% | +38.2% | +5.9% |
| 6M | +11.6% | -8.5% | +20.1% | +12.7% |
| All | +11.6% | -8.3% | +19.9% | +12.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling