+96.3%
CAT vs DBX
+13.3%
+82.9%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +4.0% | 0.0% |
| 7D | +5.6% | -1.3% | +6.9% | +5.1% |
| 30D | -2.3% | -2.9% | +0.5% | -3.1% |
| 3M | -10.0% | +23.8% | -33.9% | -1.3% |
| 6M | +21.2% | +26.2% | -5.0% | +35.2% |
| YTD | +44.4% | +21.6% | +22.8% | +59.5% |
| 1Y | +96.3% | +11.4% | +84.9% | +114.6% |
| All | +96.3% | +13.3% | +82.9% | +114.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling