+387.9%
CAT vs DFNS
-100.0%
+487.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -3.0% | +10.2% | +7.2% |
| 7D | -2.4% | -42.8% | +40.4% | -2.4% |
| 30D | -25.0% | -67.6% | +42.5% | -25.1% |
| 3M | -28.7% | -94.9% | +66.1% | -28.9% |
| 6M | -33.0% | -96.7% | +63.8% | -32.9% |
| YTD | +5.4% | -99.6% | +105.0% | +5.4% |
| 1Y | +7.3% | -99.7% | +107.0% | +7.3% |
| 3Y | +166.0% | -100.0% | +266.0% | +171.1% |
| 5Y | +210.1% | -100.0% | +310.1% | +202.1% |
| All | +387.9% | -100.0% | +487.8% | +376.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 10y: compounded portfolio wealth divided by compounded DFNS 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…
10y analysis · Full analysis span regression · 6 months rolling