+688.6%
CAT vs FTI
+189.4%
+499.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.5% |
| 7D | +7.4% | +4.3% | +3.1% | +6.0% |
| 30D | -19.7% | -4.7% | -15.0% | -18.4% |
| 3M | -29.6% | -13.5% | -16.1% | -26.3% |
| 6M | -33.2% | -8.7% | -24.5% | -31.5% |
| YTD | +5.7% | +49.0% | -43.3% | -7.2% |
| 1Y | +9.3% | +54.0% | -44.7% | -5.1% |
| 3Y | +158.3% | +211.6% | -53.3% | +75.2% |
| 5Y | +211.6% | +881.9% | -670.3% | +40.3% |
| All | +688.6% | +189.4% | +499.3% | +375.5% |
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