+2,435.9%
CAT vs DLR
+3,477.6%
-1,041.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | +1.7% | -2.0% | +3.8% | +2.6% |
| 30D | -24.6% | +0.5% | -25.1% | -24.7% |
| 3M | -28.5% | -4.4% | -24.1% | -27.3% |
| 6M | -34.8% | -6.4% | -28.4% | -33.4% |
| YTD | +5.9% | +19.5% | -13.6% | -0.8% |
| 1Y | +6.8% | +10.5% | -3.7% | +2.9% |
| 3Y | +161.1% | +54.0% | +107.1% | +118.8% |
| 5Y | +213.4% | +39.7% | +173.7% | +162.9% |
| 10Y | +700.3% | +189.5% | +510.8% | +373.3% |
| All | +2,435.9% | +3,477.6% | -1,041.7% | +500.9% |
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