+674.0%
CAT vs DD
+100.9%
+573.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -3.0% |
| 7D | -6.3% | +2.2% | -8.5% | -7.3% |
| 30D | -26.8% | +20.7% | -47.5% | -34.4% |
| 3M | -30.0% | +11.3% | -41.4% | -34.4% |
| 6M | -34.6% | +6.0% | -40.6% | -37.0% |
| YTD | +2.9% | +31.7% | -28.8% | -12.5% |
| 1Y | +3.3% | +32.2% | -29.0% | -12.5% |
| 3Y | +153.7% | +92.7% | +61.0% | +67.6% |
| 5Y | +207.3% | +72.1% | +135.2% | +111.7% |
| 10Y | +674.0% | +99.7% | +574.4% | +374.4% |
| All | +674.0% | +100.9% | +573.1% | +374.4% |
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