+1,126.0%
CAT vs DD
+69.4%
+1,056.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.3% | +1.2% |
| 7D | +5.6% | -0.6% | +6.2% | +5.9% |
| 30D | -2.3% | -7.4% | +5.1% | +2.0% |
| 3M | -10.0% | -6.4% | -3.6% | -6.6% |
| 6M | +21.2% | -2.5% | +23.7% | +22.8% |
| YTD | +44.4% | +10.2% | +34.2% | +36.2% |
| 1Y | +96.3% | +36.9% | +59.4% | +62.4% |
| 3Y | +203.9% | +47.0% | +156.9% | +134.3% |
| 5Y | +333.5% | +63.1% | +270.4% | +206.3% |
| 10Y | +1,126.0% | +68.2% | +1,057.9% | +707.5% |
| All | +1,126.0% | +69.4% | +1,056.7% | +707.5% |
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