+183.3%
CAT vs DD
+58.5%
+124.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.3% |
| 7D | -10.3% | +4.6% | -14.9% | -12.5% |
| 30D | -31.2% | +11.8% | -43.0% | -35.4% |
| 3M | -34.7% | +2.2% | -36.8% | -35.6% |
| 6M | -39.5% | -1.6% | -37.8% | -39.2% |
| YTD | -1.7% | +23.0% | -24.7% | -12.5% |
| 1Y | -1.1% | +26.9% | -28.1% | -13.6% |
| 3Y | +143.9% | +77.9% | +66.0% | +71.6% |
| All | +183.3% | +58.5% | +124.8% | +98.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling