+213.9%
CAT vs DG
-35.8%
+249.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | +7.4% | +0.3% | +7.1% | +7.4% |
| 30D | -19.7% | +3.2% | -22.9% | -19.9% |
| 3M | -29.6% | +10.4% | -40.0% | -30.1% |
| 6M | -33.2% | +33.2% | -66.4% | -34.9% |
| YTD | +5.7% | +3.0% | +2.7% | +5.3% |
| 1Y | +9.3% | +31.2% | -21.9% | +6.6% |
| 3Y | +158.3% | +21.8% | +136.5% | +148.3% |
| All | +213.9% | -35.8% | +249.8% | +241.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling