+12,661.1%
CAT vs DAR
+1,762.6%
+10,898.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.8% |
| 7D | +1.7% | +1.4% | +0.4% | +1.6% |
| 30D | -6.6% | +12.8% | -19.3% | -7.6% |
| 3M | -13.3% | +7.4% | -20.7% | -14.0% |
| 6M | +11.6% | +22.3% | -10.6% | +9.5% |
| YTD | +42.9% | +81.1% | -38.1% | +35.6% |
| 1Y | +95.4% | +106.5% | -11.1% | +83.0% |
| 3Y | +196.6% | +5.3% | +191.3% | +190.7% |
| 5Y | +321.7% | -11.5% | +333.2% | +317.1% |
| 10Y | +1,140.8% | +353.3% | +787.5% | +988.1% |
| All | +12,661.1% | +1,762.6% | +10,898.5% | +10,347.8% |
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