+326.0%
CAT vs D
+4.5%
+321.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.0% |
| 7D | +1.7% | +0.4% | +1.3% | +1.6% |
| 30D | -6.6% | -3.6% | -3.0% | -5.9% |
| 3M | -13.3% | -1.0% | -12.3% | -13.2% |
| 6M | +11.6% | +6.3% | +5.3% | +9.8% |
| YTD | +42.9% | +14.7% | +28.2% | +38.3% |
| 1Y | +95.4% | +16.9% | +78.5% | +87.8% |
| 3Y | +196.6% | +56.8% | +139.8% | +160.8% |
| All | +326.0% | +4.5% | +321.5% | +311.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling