+160.5%
CAT vs DAR
+32.2%
+128.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.6% | +0.1% |
| 7D | +9.3% | +9.2% | +0.1% | +7.3% |
| 30D | -21.5% | -12.3% | -9.2% | -19.5% |
| 3M | -29.1% | -12.7% | -16.4% | -27.4% |
| 6M | -33.4% | -12.8% | -20.6% | -31.9% |
| YTD | +6.6% | +53.8% | -47.2% | -3.6% |
| 1Y | +6.5% | +60.3% | -53.7% | -4.6% |
| All | +160.5% | +32.2% | +128.3% | +132.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling