+384.4%
CAT vs DBX
+11.7%
+372.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.3% |
| 7D | -6.3% | -7.3% | +1.0% | -5.2% |
| 30D | -26.8% | -5.7% | -21.1% | -26.3% |
| 3M | -30.0% | -6.3% | -23.7% | -29.7% |
| 6M | -34.6% | +12.1% | -46.7% | -37.0% |
| YTD | +2.9% | +16.5% | -13.6% | -2.4% |
| 1Y | +3.3% | +6.1% | -2.8% | -0.1% |
| 3Y | +153.7% | +21.8% | +131.9% | +132.1% |
| 5Y | +207.3% | +19.1% | +188.2% | +176.9% |
| All | +384.4% | +11.7% | +372.7% | +291.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling