+70.8%
CAT vs FRMI
-79.6%
+150.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +5.3% | -3.6% | +1.2% |
| 7D | +1.7% | +2.4% | -0.7% | +1.5% |
| 30D | -6.6% | -17.3% | +10.7% | -5.4% |
| 3M | -13.3% | -17.2% | +3.9% | -12.7% |
| 6M | +11.6% | -43.4% | +55.0% | +15.0% |
| YTD | +42.9% | -36.0% | +78.9% | +45.0% |
| All | +70.8% | -79.6% | +150.4% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 FRMI 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