+3,322.7%
CAT vs DLR
+3,595.7%
-272.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +1.7% | +1.6% | +0.1% | +1.1% |
| 30D | -6.6% | -3.4% | -3.2% | -5.4% |
| 3M | -13.3% | +0.5% | -13.8% | -13.8% |
| 6M | +11.6% | +4.6% | +7.1% | +9.6% |
| YTD | +42.9% | +23.4% | +19.5% | +32.3% |
| 1Y | +95.4% | +19.0% | +76.4% | +82.5% |
| 3Y | +196.6% | +56.5% | +140.1% | +146.5% |
| 5Y | +321.7% | +33.3% | +288.3% | +259.2% |
| 10Y | +1,140.8% | +165.1% | +975.6% | +658.2% |
| All | +3,322.7% | +3,595.7% | -272.9% | +701.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling