+326.0%
CAT vs DD
+61.3%
+264.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.4% | +1.5% |
| 7D | +1.7% | -3.5% | +5.2% | +3.7% |
| 30D | -6.6% | -10.3% | +3.8% | -0.9% |
| 3M | -13.3% | -7.5% | -5.8% | -9.6% |
| 6M | +11.6% | -8.0% | +19.6% | +16.6% |
| YTD | +42.9% | +10.5% | +32.5% | +35.4% |
| 1Y | +95.4% | +38.3% | +57.2% | +63.2% |
| 3Y | +196.6% | +42.5% | +154.1% | +138.1% |
| All | +326.0% | +61.3% | +264.7% | +201.9% |
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