+355.1%
CAT vs DFNS
-100.0%
+455.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -12.2% | +13.1% | +0.9% |
| 7D | -10.3% | -44.0% | +33.7% | -10.3% |
| 30D | -31.2% | -69.1% | +37.9% | -31.3% |
| 3M | -34.7% | -95.6% | +61.0% | -34.8% |
| 6M | -39.5% | -96.2% | +56.7% | -39.4% |
| YTD | -1.7% | -99.6% | +97.9% | -1.6% |
| 1Y | -1.1% | -99.7% | +98.6% | -1.1% |
| 3Y | +143.9% | -100.0% | +243.8% | +148.9% |
| 5Y | +194.8% | -100.0% | +294.8% | +187.2% |
| All | +355.1% | -100.0% | +455.0% | +344.1% |
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