+8.9%
CAT vs DG
+45.3%
-36.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +8.5% | -13.8% | -4.4% |
| 7D | -17.1% | +12.3% | -29.4% | -16.1% |
| 30D | -30.1% | +19.3% | -49.4% | -29.2% |
| 3M | -32.4% | +11.9% | -44.2% | -31.5% |
| 6M | -32.1% | +25.0% | -57.1% | -31.5% |
| YTD | +4.1% | +8.7% | -4.6% | +7.7% |
| 1Y | +8.9% | +44.7% | -35.8% | +11.2% |
| All | +8.9% | +45.3% | -36.4% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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