+725.3%
CAT vs DAR
+268.8%
+456.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.2% |
| 7D | -10.3% | -9.9% | -0.4% | -7.1% |
| 30D | -31.2% | -16.4% | -14.8% | -27.2% |
| 3M | -34.7% | -17.1% | -17.6% | -31.0% |
| 6M | -39.5% | -20.5% | -19.0% | -35.5% |
| YTD | -1.7% | +39.4% | -41.1% | -13.3% |
| 1Y | -1.1% | +57.2% | -58.4% | -16.5% |
| 3Y | +143.9% | +13.9% | +130.0% | +117.4% |
| 5Y | +194.8% | -40.8% | +235.6% | +222.6% |
| All | +725.3% | +268.8% | +456.6% | +332.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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