+579.9%
CAT vs DBX
+16.6%
+563.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +4.0% | +1.6% |
| 7D | +5.6% | -1.3% | +6.9% | +5.8% |
| 30D | -2.3% | -2.9% | +0.5% | -2.0% |
| 3M | -10.0% | +23.8% | -33.9% | -14.2% |
| 6M | +21.2% | +26.2% | -5.0% | +14.0% |
| YTD | +44.4% | +21.6% | +22.8% | +36.7% |
| 1Y | +96.3% | +11.4% | +84.9% | +88.5% |
| 3Y | +203.9% | +21.3% | +182.6% | +180.3% |
| 5Y | +333.5% | +6.7% | +326.8% | +301.8% |
| All | +579.9% | +16.6% | +563.3% | +447.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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