+2,254.7%
CAT vs DLR
+3,340.7%
-1,086.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -10.3% | -3.6% | -6.7% | -9.1% |
| 30D | -31.2% | -3.5% | -27.7% | -30.3% |
| 3M | -34.7% | -8.9% | -25.7% | -32.4% |
| 6M | -39.5% | -11.6% | -27.9% | -36.9% |
| YTD | -1.7% | +14.9% | -16.6% | -6.6% |
| 1Y | -1.1% | +6.4% | -7.6% | -3.5% |
| 3Y | +143.9% | +47.3% | +96.6% | +107.6% |
| 5Y | +194.8% | +32.8% | +162.0% | +151.8% |
| 10Y | +739.8% | +169.6% | +570.2% | +408.9% |
| All | +2,254.7% | +3,340.7% | -1,086.0% | +465.7% |
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