+368.4%
CAT vs FRSH
-72.0%
+440.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.9% | +6.0% | +1.5% |
| 7D | +5.6% | -10.1% | +15.7% | +6.5% |
| 30D | -2.3% | +2.2% | -4.5% | -2.7% |
| 3M | -10.0% | +28.6% | -38.6% | -12.7% |
| 6M | +21.2% | +40.2% | -19.0% | +15.7% |
| YTD | +44.4% | -1.2% | +45.7% | +43.4% |
| 1Y | +96.3% | -7.9% | +104.2% | +96.5% |
| 3Y | +203.9% | -44.7% | +248.7% | +217.2% |
| All | +368.4% | -72.0% | +440.5% | +393.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 all: compounded portfolio wealth divided by compounded FRSH 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…
all analysis · Full analysis span regression · 6 months rolling