+712.5%
CAT vs FTI
+185.2%
+527.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +0.7% | +6.5% | +7.0% |
| 7D | -2.4% | -4.3% | +1.9% | -0.9% |
| 30D | -25.0% | -8.0% | -17.0% | -22.9% |
| 3M | -28.7% | -8.0% | -20.7% | -26.8% |
| 6M | -33.0% | -8.7% | -24.3% | -31.3% |
| YTD | +5.4% | +43.9% | -38.5% | -6.4% |
| 1Y | +7.3% | +49.8% | -42.5% | -6.1% |
| 3Y | +166.0% | +211.7% | -45.7% | +80.5% |
| 5Y | +210.1% | +781.6% | -571.5% | +44.3% |
| 10Y | +712.5% | +180.2% | +532.4% | +393.6% |
| All | +712.5% | +185.2% | +527.3% | +393.6% |
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