+11.6%
CAT vs DECK
-21.9%
+33.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.2% | +1.5% |
| 7D | +1.7% | -2.2% | +3.9% | +2.0% |
| 30D | -6.6% | -13.6% | +7.0% | -4.8% |
| 3M | -13.3% | -21.2% | +8.0% | -9.6% |
| 6M | +11.6% | -21.1% | +32.7% | +16.2% |
| All | +11.6% | -21.9% | +33.5% | +16.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling