+23.0%
CAT vs FRMI
-93.9%
+116.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -7.2% | +4.8% | -1.6% |
| 7D | -6.3% | -24.3% | +18.0% | -3.7% |
| 30D | -26.8% | -55.1% | +28.3% | -21.4% |
| 3M | -30.0% | -73.8% | +43.8% | -21.5% |
| 6M | -34.6% | -70.6% | +36.0% | -28.0% |
| YTD | +2.9% | -80.8% | +83.7% | +16.2% |
| 1Y | +3.3% | -93.9% | +97.2% | +20.9% |
| All | +23.0% | -93.9% | +116.8% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling