+8.9%
CAT vs DECK
+11.2%
-2.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +6.0% | -11.2% | -5.7% |
| 7D | -17.1% | +10.4% | -27.5% | -17.9% |
| 30D | -30.1% | +11.1% | -41.2% | -30.9% |
| 3M | -32.4% | -10.8% | -21.6% | -31.5% |
| 6M | -32.1% | -8.7% | -23.4% | -32.1% |
| YTD | +4.1% | -14.0% | +18.1% | +5.7% |
| 1Y | +8.9% | +12.0% | -3.1% | +9.3% |
| All | +8.9% | +11.2% | -2.3% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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