+1,134.9%
CAT vs DOC
-2.1%
+1,137.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.3% |
| 7D | +1.7% | -1.5% | +3.2% | +2.2% |
| 30D | -6.6% | -4.8% | -1.8% | -5.2% |
| 3M | -13.3% | +6.9% | -20.2% | -15.5% |
| 6M | +11.6% | +20.7% | -9.1% | +3.9% |
| YTD | +42.9% | +34.1% | +8.8% | +28.1% |
| 1Y | +95.4% | +22.6% | +72.8% | +79.9% |
| 3Y | +196.6% | +20.8% | +175.8% | +171.2% |
| 5Y | +321.7% | -24.9% | +346.5% | +342.1% |
| All | +1,134.9% | -2.1% | +1,137.0% | +1,159.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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