+1,126.0%
CAT vs FTV
+77.3%
+1,048.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.5% |
| 7D | +5.6% | -0.4% | +5.9% | +5.8% |
| 30D | -2.3% | -8.3% | +6.0% | +3.2% |
| 3M | -10.0% | -7.4% | -2.6% | -5.8% |
| 6M | +21.2% | -1.2% | +22.5% | +21.2% |
| YTD | +44.4% | +2.7% | +41.8% | +38.8% |
| 1Y | +96.3% | +18.4% | +77.8% | +70.9% |
| 3Y | +203.9% | -2.0% | +206.0% | +197.1% |
| 5Y | +333.5% | +3.4% | +330.1% | +301.5% |
| 10Y | +1,126.0% | +78.5% | +1,047.6% | +701.9% |
| All | +1,126.0% | +77.3% | +1,048.7% | +701.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling