+674.0%
CAT vs DAR
+269.9%
+404.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -1.8% |
| 7D | -6.3% | -3.8% | -2.5% | -5.0% |
| 30D | -26.8% | -14.4% | -12.4% | -23.0% |
| 3M | -30.0% | -17.9% | -12.1% | -25.8% |
| 6M | -34.6% | -18.3% | -16.3% | -30.8% |
| YTD | +2.9% | +43.2% | -40.3% | -10.0% |
| 1Y | +3.3% | +57.7% | -54.4% | -12.8% |
| 3Y | +153.7% | +22.7% | +131.0% | +120.3% |
| 5Y | +207.3% | -34.0% | +241.3% | +223.2% |
| 10Y | +674.0% | +279.5% | +394.5% | +299.4% |
| All | +674.0% | +269.9% | +404.1% | +299.4% |
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