+210.1%
CAT vs DE
+103.8%
+106.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.9% | +4.3% | +5.4% |
| 7D | -2.4% | +3.5% | -5.9% | -4.4% |
| 30D | -25.0% | +11.3% | -36.3% | -30.0% |
| 3M | -28.7% | +11.6% | -40.3% | -34.2% |
| 6M | -33.0% | +20.9% | -53.8% | -41.2% |
| YTD | +5.4% | +49.7% | -44.2% | -19.7% |
| 1Y | +7.3% | +49.5% | -42.2% | -18.6% |
| 3Y | +166.0% | +94.7% | +71.4% | +66.7% |
| 5Y | +210.1% | +107.4% | +102.7% | +81.7% |
| All | +210.1% | +103.8% | +106.3% | +81.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling