+11.6%
CAT vs DG
-13.1%
+24.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +2.0% |
| 7D | +1.7% | +8.4% | -6.7% | +3.1% |
| 30D | -6.6% | +4.9% | -11.5% | -5.7% |
| 3M | -13.3% | +29.3% | -42.6% | -12.0% |
| 6M | +11.6% | -11.3% | +22.9% | +20.2% |
| All | +11.6% | -13.1% | +24.8% | +20.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling