+846.5%
CAT vs FTV
+119.0%
+727.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -10.3% | +0.2% | -10.5% | -10.5% |
| 30D | -31.2% | +15.7% | -46.9% | -37.6% |
| 3M | -34.7% | +7.5% | -42.2% | -38.0% |
| 6M | -39.5% | +8.5% | -47.9% | -43.0% |
| YTD | -1.7% | +18.8% | -20.4% | -14.3% |
| 1Y | -1.1% | +28.5% | -29.7% | -18.4% |
| 3Y | +143.9% | +34.0% | +109.9% | +93.9% |
| 5Y | +194.8% | +12.6% | +182.2% | +158.3% |
| 10Y | +739.8% | +111.4% | +628.4% | +408.8% |
| All | +846.5% | +119.0% | +727.5% | +466.0% |
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