+203.9%
CAT vs DBX
+21.2%
+182.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.9% | +4.0% | +1.2% |
| 7D | +5.6% | -1.3% | +6.9% | +5.6% |
| 30D | -2.3% | -2.9% | +0.5% | -2.3% |
| 3M | -10.0% | +23.8% | -33.9% | -11.1% |
| 6M | +21.2% | +26.2% | -5.0% | +19.1% |
| YTD | +44.4% | +21.6% | +22.8% | +42.9% |
| 1Y | +96.3% | +11.4% | +84.9% | +97.1% |
| 3Y | +203.9% | +21.3% | +182.6% | +178.2% |
| All | +203.9% | +21.2% | +182.7% | +178.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling