+5.8%
CAT vs DD
+31.6%
-25.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +5.9% | +1.3% | +3.5% |
| 7D | -2.4% | +9.8% | -12.2% | -7.8% |
| 30D | -25.0% | +19.3% | -44.3% | -32.9% |
| 3M | -28.7% | +9.4% | -38.1% | -32.6% |
| 6M | -33.0% | +4.8% | -37.8% | -34.9% |
| YTD | +5.4% | +30.2% | -24.8% | -9.8% |
| All | +5.8% | +31.6% | -25.8% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling