+201.5%
CAT vs DOC
+20.8%
+180.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.3% |
| 7D | +1.7% | -1.5% | +3.2% | +2.1% |
| 30D | -6.6% | -4.8% | -1.8% | -5.3% |
| 3M | -13.3% | +6.9% | -20.2% | -15.5% |
| 6M | +11.6% | +20.7% | -9.1% | +4.2% |
| YTD | +42.9% | +34.1% | +8.8% | +27.8% |
| 1Y | +95.4% | +22.6% | +72.8% | +80.0% |
| All | +201.5% | +20.8% | +180.7% | +168.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling