+71.1%
CAT vs FRMI
-78.0%
+149.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.3% | -0.6% |
| 7D | +2.9% | +15.9% | -13.0% | +1.5% |
| 30D | -2.6% | -6.0% | +3.3% | -2.6% |
| 3M | -10.7% | -1.6% | -9.1% | -11.5% |
| 6M | +16.1% | -30.7% | +46.8% | +17.4% |
| YTD | +43.2% | -30.9% | +74.1% | +44.2% |
| All | +71.1% | -78.0% | +149.1% | +78.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling