+688.6%
CAT vs D
+48.0%
+640.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.1% | -0.9% |
| 7D | +7.4% | -1.4% | +8.8% | +7.8% |
| 30D | -19.7% | +7.7% | -27.4% | -21.6% |
| 3M | -29.6% | -0.3% | -29.3% | -29.8% |
| 6M | -33.2% | +10.1% | -43.3% | -35.6% |
| YTD | +5.7% | +19.1% | -13.4% | -0.5% |
| 1Y | +9.3% | +15.9% | -6.6% | +3.7% |
| 3Y | +158.3% | +75.0% | +83.3% | +110.7% |
| 5Y | +211.6% | +13.4% | +198.2% | +191.5% |
| All | +688.6% | +48.0% | +640.6% | +639.6% |
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