+712.5%
CAT vs DLR
+174.9%
+537.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.4% | +3.8% | +6.2% |
| 7D | -2.4% | +2.4% | -4.8% | -3.0% |
| 30D | -25.0% | +0.7% | -25.8% | -25.2% |
| 3M | -28.7% | -6.4% | -22.3% | -27.3% |
| 6M | -33.0% | -6.5% | -26.4% | -31.8% |
| YTD | +5.4% | +18.8% | -13.4% | +0.7% |
| 1Y | +7.3% | +9.0% | -1.8% | +4.8% |
| 3Y | +166.0% | +54.5% | +111.5% | +134.6% |
| 5Y | +210.1% | +35.8% | +174.3% | +176.3% |
| 10Y | +712.5% | +177.5% | +535.1% | +530.5% |
| All | +712.5% | +174.9% | +537.6% | +530.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling