+326.0%
CAT vs DOC
-24.5%
+350.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.4% |
| 7D | +1.7% | -1.5% | +3.2% | +2.2% |
| 30D | -6.6% | -4.8% | -1.8% | -5.0% |
| 3M | -13.3% | +6.9% | -20.2% | -15.9% |
| 6M | +11.6% | +20.7% | -9.1% | +2.8% |
| YTD | +42.9% | +34.1% | +8.8% | +25.6% |
| 1Y | +95.4% | +22.6% | +72.8% | +77.5% |
| 3Y | +196.6% | +20.8% | +175.8% | +167.0% |
| All | +326.0% | -24.5% | +350.5% | +349.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling