+712.5%
CAT vs FTV
+113.3%
+599.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.6% | +4.6% | +5.5% |
| 7D | -2.4% | +0.4% | -2.8% | -2.6% |
| 30D | -25.0% | +17.2% | -42.2% | -32.6% |
| 3M | -28.7% | +8.9% | -37.6% | -32.8% |
| 6M | -33.0% | +11.3% | -44.3% | -37.9% |
| YTD | +5.4% | +21.9% | -16.5% | -9.7% |
| 1Y | +7.3% | +31.6% | -24.3% | -12.9% |
| 3Y | +166.0% | +38.1% | +128.0% | +107.0% |
| 5Y | +210.1% | +15.7% | +194.4% | +166.9% |
| 10Y | +712.5% | +107.5% | +605.1% | +367.9% |
| All | +712.5% | +113.3% | +599.2% | +367.9% |
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