+376.2%
CAT vs DFNS
-100.0%
+476.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +12.8% | -15.2% | -2.4% |
| 7D | -6.3% | -37.0% | +30.7% | -6.3% |
| 30D | -26.8% | -63.4% | +36.6% | -26.8% |
| 3M | -30.0% | -94.1% | +64.0% | -30.2% |
| 6M | -34.6% | -96.3% | +61.7% | -34.5% |
| YTD | +2.9% | -99.6% | +102.5% | +2.9% |
| 1Y | +3.3% | -99.7% | +103.0% | +3.3% |
| 3Y | +153.7% | -100.0% | +253.7% | +158.4% |
| 5Y | +207.3% | -100.0% | +307.3% | +199.4% |
| All | +376.2% | -100.0% | +476.2% | +364.8% |
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