+17,564.5%
CAT vs D
+2,488.7%
+15,075.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.2% | -6.2% | -6.3% |
| 7D | -14.5% | +6.9% | -21.4% | -17.0% |
| 30D | -35.7% | +12.3% | -48.0% | -39.0% |
| 3M | -36.3% | +3.0% | -39.3% | -37.4% |
| 6M | -38.5% | +12.8% | -51.3% | -42.2% |
| YTD | -2.5% | +22.6% | -25.1% | -11.5% |
| 1Y | -1.9% | +21.7% | -23.6% | -10.9% |
| 3Y | +139.2% | +83.9% | +55.3% | +77.2% |
| 5Y | +192.1% | +14.0% | +178.2% | +162.3% |
| 10Y | +732.3% | +45.6% | +686.7% | +531.3% |
| All | +17,564.5% | +2,488.7% | +15,075.9% | +3,960.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling