+3,728.0%
CAT vs FTI
+1,702.1%
+2,025.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | -0.3% |
| 7D | -10.3% | -7.6% | -2.7% | -7.5% |
| 30D | -31.2% | -7.1% | -24.1% | -29.2% |
| 3M | -34.7% | -8.7% | -26.0% | -32.5% |
| 6M | -39.5% | -14.0% | -25.5% | -36.3% |
| YTD | -1.7% | +42.8% | -44.5% | -14.6% |
| 1Y | -1.1% | +50.4% | -51.5% | -16.0% |
| 3Y | +143.9% | +194.1% | -50.3% | +55.5% |
| 5Y | +194.8% | +775.2% | -580.4% | +15.8% |
| 10Y | +739.8% | +189.2% | +550.6% | +321.2% |
| All | +3,728.0% | +1,702.1% | +2,025.8% | +715.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling