+96.3%
CAT vs DD
+37.3%
+59.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +1.7% |
| 3M | -10.0% | -6.4% | -3.6% | -6.8% |
| 6M | +21.2% | -2.5% | +23.7% | +23.0% |
| YTD | +44.4% | +10.2% | +34.2% | +43.2% |
| 1Y | +96.3% | +36.9% | +59.4% | +86.3% |
| All | +96.3% | +37.3% | +59.0% | +86.3% |
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