+5.8%
CAT vs DFNS
-99.7%
+105.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -25.0% |
| 3M | -28.7% | -94.9% | +66.1% | -29.1% |
| 6M | -33.0% | -96.7% | +63.8% | -26.2% |
| YTD | +5.4% | -99.6% | +105.0% | +33.8% |
| All | +5.8% | -99.7% | +105.5% | +37.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling