+674.0%
CAT vs FTI
+178.7%
+495.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.9% | -3.3% | -2.7% |
| 7D | -6.3% | -3.3% | -3.0% | -5.2% |
| 30D | -26.8% | -7.2% | -19.6% | -25.0% |
| 3M | -30.0% | -12.9% | -17.2% | -26.9% |
| 6M | -34.6% | -7.9% | -26.7% | -33.1% |
| YTD | +2.9% | +45.2% | -42.3% | -8.9% |
| 1Y | +3.3% | +48.1% | -44.8% | -9.3% |
| 3Y | +153.7% | +205.0% | -51.3% | +73.3% |
| 5Y | +207.3% | +838.8% | -631.5% | +40.3% |
| 10Y | +674.0% | +174.8% | +499.2% | +370.3% |
| All | +674.0% | +178.7% | +495.3% | +370.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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