-1.9%
CAT vs DECK
+10.4%
-12.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.5% | -4.8% | -6.2% |
| 7D | -14.5% | +6.0% | -20.5% | -14.9% |
| 30D | -35.7% | +7.4% | -43.2% | -36.2% |
| 3M | -36.3% | -11.7% | -24.6% | -35.4% |
| 6M | -38.5% | -11.0% | -27.6% | -38.3% |
| YTD | -2.5% | -15.4% | +12.8% | -1.0% |
| 1Y | -1.9% | +7.2% | -9.1% | -0.1% |
| All | -1.9% | +10.4% | -12.3% | -0.1% |
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