+700.3%
CAT vs D
+47.5%
+652.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.0% |
| 7D | +1.7% | -2.4% | +4.2% | +2.4% |
| 30D | -24.6% | +9.0% | -33.5% | -26.7% |
| 3M | -28.5% | +1.0% | -29.4% | -28.9% |
| 6M | -34.8% | +11.0% | -45.8% | -37.3% |
| YTD | +5.9% | +19.8% | -13.9% | -0.4% |
| 1Y | +6.8% | +16.0% | -9.1% | +1.3% |
| 3Y | +161.1% | +74.4% | +86.7% | +113.4% |
| 5Y | +213.4% | +13.5% | +199.9% | +193.2% |
| 10Y | +700.3% | +48.4% | +652.0% | +650.0% |
| All | +700.3% | +47.5% | +652.9% | +650.0% |
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