+1,134.9%
CAT vs D
+35.0%
+1,099.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.2% | +1.8% |
| 7D | +1.7% | +1.5% | +0.3% | +1.3% |
| 30D | -6.6% | -2.6% | -4.0% | -5.9% |
| 3M | -13.3% | 0.0% | -13.3% | -13.4% |
| 6M | +11.6% | +7.4% | +4.3% | +8.9% |
| YTD | +42.9% | +15.9% | +27.1% | +36.3% |
| 1Y | +95.4% | +18.1% | +77.3% | +84.7% |
| 3Y | +196.6% | +58.4% | +138.2% | +151.0% |
| 5Y | +321.7% | +5.2% | +316.5% | +305.2% |
| All | +1,134.9% | +35.0% | +1,099.9% | +1,056.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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