+1,126.0%
CAT vs DG
+105.6%
+1,020.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +5.1% | +1.6% |
| 7D | +5.6% | -2.5% | +8.0% | +5.9% |
| 30D | -2.3% | +1.0% | -3.4% | -2.6% |
| 3M | -10.0% | +20.3% | -30.3% | -13.0% |
| 6M | +21.2% | -11.7% | +33.0% | +23.0% |
| YTD | +44.4% | -2.3% | +46.8% | +44.0% |
| 1Y | +96.3% | +20.0% | +76.3% | +88.4% |
| 3Y | +203.9% | +7.2% | +196.7% | +188.0% |
| 5Y | +333.5% | -37.9% | +371.4% | +365.9% |
| 10Y | +1,126.0% | +107.3% | +1,018.7% | +812.4% |
| All | +1,126.0% | +105.6% | +1,020.4% | +812.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling