+326.0%
CAT vs FTI
+1,129.5%
-803.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +1.7% | +5.3% | -3.6% | 0.0% |
| 30D | -6.6% | +15.3% | -21.9% | -10.7% |
| 3M | -13.3% | +15.8% | -29.1% | -17.4% |
| 6M | +11.6% | +22.6% | -11.0% | +3.9% |
| YTD | +42.9% | +79.5% | -36.6% | +18.1% |
| 1Y | +95.4% | +102.0% | -6.6% | +54.8% |
| 3Y | +196.6% | +315.8% | -119.2% | +83.2% |
| All | +326.0% | +1,129.5% | -803.5% | +72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling