+1,157.1%
CAT vs DE
+852.3%
+304.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.5% |
| 7D | +2.9% | -3.0% | +6.0% | +5.1% |
| 30D | -2.6% | +11.1% | -13.8% | -10.1% |
| 3M | -10.7% | +17.6% | -28.3% | -20.6% |
| 6M | +16.1% | +13.6% | +2.6% | +5.6% |
| YTD | +43.2% | +46.3% | -3.0% | +8.3% |
| 1Y | +96.8% | +44.2% | +52.6% | +49.6% |
| 3Y | +201.4% | +76.6% | +124.8% | +94.1% |
| 5Y | +332.7% | +98.2% | +234.4% | +148.1% |
| 10Y | +1,157.1% | +863.5% | +293.6% | +141.7% |
| All | +1,157.1% | +852.3% | +304.8% | +141.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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