+1,976.1%
CAT vs DG
+606.1%
+1,370.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.5% |
| 7D | +1.7% | +8.4% | -6.7% | +0.3% |
| 30D | -6.6% | +4.9% | -11.5% | -7.4% |
| 3M | -13.3% | +29.3% | -42.6% | -17.6% |
| 6M | +11.6% | -11.3% | +22.9% | +13.3% |
| YTD | +42.9% | +1.8% | +41.2% | +41.3% |
| 1Y | +95.4% | +25.3% | +70.1% | +85.0% |
| 3Y | +196.6% | +9.1% | +187.5% | +178.1% |
| 5Y | +321.7% | -34.9% | +356.5% | +340.3% |
| 10Y | +1,140.8% | +108.2% | +1,032.6% | +850.6% |
| All | +1,976.1% | +606.1% | +1,370.0% | +925.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling