+95.4%
CAT vs FTV
+21.5%
+73.9%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +2.1% |
| 7D | +1.7% | -4.6% | +6.3% | +3.4% |
| 30D | -6.6% | -7.2% | +0.6% | -4.2% |
| 3M | -13.3% | -7.3% | -6.0% | -10.8% |
| 6M | +11.6% | -1.6% | +13.2% | +12.1% |
| YTD | +42.9% | +3.3% | +39.6% | +40.3% |
| 1Y | +95.4% | +20.2% | +75.2% | +74.2% |
| All | +95.4% | +21.5% | +73.9% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 1y: compounded portfolio wealth divided by compounded FTV 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…
1y analysis · Full analysis span regression · 6 months rolling