+326.0%
CAT vs DBX
+7.0%
+319.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.4% | +4.2% | +2.0% |
| 7D | +1.7% | -2.4% | +4.1% | +2.0% |
| 30D | -6.6% | -0.5% | -6.1% | -6.6% |
| 3M | -13.3% | +28.1% | -41.3% | -16.8% |
| 6M | +11.6% | +33.1% | -21.5% | +5.4% |
| YTD | +42.9% | +25.3% | +17.7% | +36.7% |
| 1Y | +95.4% | +18.3% | +77.1% | +88.3% |
| 3Y | +196.6% | +25.0% | +171.6% | +173.6% |
| All | +326.0% | +7.0% | +319.0% | +280.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling