+1,275.9%
CAT vs FTV
+90.8%
+1,185.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.3% |
| 7D | +1.7% | -4.5% | +6.2% | +4.7% |
| 30D | -6.6% | -7.1% | +0.5% | -2.1% |
| 3M | -13.3% | -7.2% | -6.1% | -9.4% |
| 6M | +11.6% | -1.5% | +13.1% | +11.9% |
| YTD | +42.9% | +3.5% | +39.5% | +36.8% |
| 1Y | +95.4% | +20.3% | +75.1% | +68.6% |
| 3Y | +196.6% | -3.1% | +199.7% | +192.3% |
| 5Y | +321.7% | +2.3% | +319.3% | +293.9% |
| 10Y | +1,140.8% | +76.3% | +1,064.5% | +737.1% |
| All | +1,275.9% | +90.8% | +1,185.1% | +803.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling