+9.3%
CAT vs DE
+41.5%
-32.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.5% |
| 7D | +7.4% | +0.3% | +7.2% | +7.4% |
| 30D | -19.7% | +3.6% | -23.2% | -21.1% |
| 3M | -29.6% | +10.2% | -39.9% | -33.6% |
| 6M | -33.2% | +16.6% | -49.8% | -38.8% |
| YTD | +5.7% | +45.8% | -40.2% | -8.3% |
| 1Y | +9.3% | +43.9% | -34.5% | -4.9% |
| All | +9.3% | +41.5% | -32.2% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling