+96.8%
CAT vs DE
+42.9%
+53.9%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | +2.9% | -3.0% | +6.0% | +4.6% |
| 30D | -2.6% | +11.1% | -13.8% | -8.6% |
| 3M | -10.7% | +17.6% | -28.3% | -18.6% |
| 6M | +16.1% | +13.6% | +2.6% | +7.1% |
| YTD | +43.2% | +46.3% | -3.0% | +19.8% |
| 1Y | +96.8% | +44.2% | +52.6% | +62.8% |
| All | +96.8% | +42.9% | +53.9% | +62.8% |
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