+203.9%
CAT vs DE
+72.4%
+131.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.9% | +2.1% |
| 7D | +5.6% | +0.7% | +4.9% | +5.1% |
| 30D | -2.3% | +9.6% | -12.0% | -8.0% |
| 3M | -10.0% | +19.0% | -29.0% | -19.3% |
| 6M | +21.2% | +16.1% | +5.2% | +10.3% |
| YTD | +44.4% | +47.0% | -2.6% | +13.4% |
| 1Y | +96.3% | +43.1% | +53.1% | +55.8% |
| 3Y | +203.9% | +77.5% | +126.4% | +105.8% |
| All | +203.9% | +72.4% | +131.5% | +105.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling