+25,808.1%
CAT vs DE
+14,847.5%
+10,960.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.9% | +1.8% |
| 7D | +1.7% | +10.0% | -8.3% | -4.3% |
| 30D | -6.6% | +13.3% | -19.9% | -14.1% |
| 3M | -13.3% | +17.5% | -30.8% | -21.9% |
| 6M | +11.6% | +13.6% | -2.0% | +2.6% |
| YTD | +42.9% | +49.8% | -6.8% | +9.8% |
| 1Y | +95.4% | +47.9% | +47.6% | +50.7% |
| 3Y | +196.6% | +72.5% | +124.1% | +104.5% |
| 5Y | +321.7% | +90.2% | +231.4% | +168.0% |
| 10Y | +1,140.8% | +865.4% | +275.4% | +187.4% |
| All | +25,808.1% | +14,847.5% | +10,960.6% | +1,069.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling