+712.5%
CAT vs DD
+105.4%
+607.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +5.9% | +1.3% | +3.9% |
| 7D | -2.4% | +9.8% | -12.2% | -7.5% |
| 30D | -25.0% | +19.3% | -44.3% | -32.3% |
| 3M | -28.7% | +9.4% | -38.1% | -32.4% |
| 6M | -33.0% | +4.8% | -37.8% | -35.0% |
| YTD | +5.4% | +30.2% | -24.8% | -9.7% |
| 1Y | +7.3% | +32.2% | -25.0% | -9.1% |
| 3Y | +166.0% | +93.1% | +72.9% | +75.5% |
| 5Y | +210.1% | +68.0% | +142.1% | +116.7% |
| 10Y | +712.5% | +98.5% | +614.1% | +398.8% |
| All | +712.5% | +105.4% | +607.2% | +398.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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