+8,600.7%
CAT vs DAR
+1,348.6%
+7,252.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.1% | -3.3% | -6.1% |
| 7D | -14.5% | -8.1% | -6.4% | -13.8% |
| 30D | -35.7% | -17.1% | -18.6% | -34.7% |
| 3M | -36.3% | -12.3% | -24.0% | -35.7% |
| 6M | -38.5% | -21.8% | -16.7% | -37.4% |
| YTD | -2.5% | +40.8% | -43.4% | -5.6% |
| 1Y | -1.9% | +57.4% | -59.3% | -5.9% |
| 3Y | +139.2% | +12.1% | +127.1% | +133.6% |
| 5Y | +192.1% | -40.2% | +232.4% | +198.4% |
| 10Y | +732.3% | +280.1% | +452.2% | +642.1% |
| All | +8,600.7% | +1,348.6% | +7,252.1% | +7,175.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling