+1,328.3%
CAT vs DG
+612.5%
+715.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.0% | +1.4% |
| 7D | -10.3% | +1.1% | -11.4% | -10.6% |
| 30D | -31.2% | +9.5% | -40.7% | -32.5% |
| 3M | -34.7% | +5.5% | -40.1% | -35.6% |
| 6M | -39.5% | +16.1% | -55.6% | -41.7% |
| YTD | -1.7% | +2.7% | -4.3% | -3.4% |
| 1Y | -1.1% | +42.1% | -43.2% | -8.9% |
| 3Y | +143.9% | +19.3% | +124.6% | +123.4% |
| 5Y | +194.8% | -35.3% | +230.1% | +207.4% |
| 10Y | +739.8% | +123.9% | +615.9% | +530.6% |
| All | +1,328.3% | +612.5% | +715.8% | +601.4% |
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 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