+1,431.2%
CAT vs DG
+628.1%
+803.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.2% | +5.0% | +6.9% |
| 7D | -2.4% | +0.7% | -3.1% | -2.6% |
| 30D | -25.0% | +7.4% | -32.4% | -26.1% |
| 3M | -28.7% | +8.5% | -37.2% | -30.1% |
| 6M | -33.0% | +21.9% | -54.8% | -36.0% |
| YTD | +5.4% | +4.9% | +0.5% | +3.3% |
| 1Y | +7.3% | +40.4% | -33.1% | -0.8% |
| 3Y | +166.0% | +23.5% | +142.5% | +142.1% |
| 5Y | +210.1% | -32.3% | +242.4% | +220.3% |
| 10Y | +712.5% | +119.3% | +593.2% | +513.9% |
| All | +1,431.2% | +628.1% | +803.1% | +649.5% |
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