+688.6%
CAT vs DAR
+311.7%
+376.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -1.2% |
| 7D | +7.4% | +11.6% | -4.1% | +3.7% |
| 30D | -19.7% | -10.2% | -9.4% | -16.8% |
| 3M | -29.6% | -14.8% | -14.8% | -26.2% |
| 6M | -33.2% | -10.1% | -23.1% | -31.5% |
| YTD | +5.7% | +55.5% | -49.9% | -10.1% |
| 1Y | +9.3% | +61.7% | -52.3% | -8.3% |
| 3Y | +158.3% | +37.2% | +121.2% | +116.1% |
| 5Y | +211.6% | -26.9% | +238.5% | +216.5% |
| All | +688.6% | +311.7% | +376.9% | +295.4% |
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