+96.3%
CAT vs DG
+18.0%
+78.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +5.1% | +1.0% |
| 7D | +5.6% | -2.5% | +8.0% | +5.5% |
| 30D | -2.3% | +1.0% | -3.4% | -2.3% |
| 3M | -10.0% | +20.3% | -30.3% | -11.0% |
| 6M | +21.2% | -11.7% | +33.0% | +24.9% |
| YTD | +44.4% | -2.3% | +46.8% | +47.4% |
| 1Y | +96.3% | +20.0% | +76.3% | +99.9% |
| All | +96.3% | +18.0% | +78.3% | +99.9% |
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