+18,766.1%
CAT vs DOC
+2,934.4%
+15,831.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.1% | -8.3% | -6.3% |
| 7D | -17.1% | +8.7% | -25.8% | -19.7% |
| 30D | -30.1% | +7.6% | -37.8% | -32.2% |
| 3M | -32.4% | -5.3% | -27.1% | -31.5% |
| 6M | -32.1% | +27.6% | -59.7% | -38.6% |
| YTD | +4.1% | +32.4% | -28.3% | -7.6% |
| 1Y | +8.9% | +22.9% | -14.0% | -0.8% |
| 3Y | +155.5% | +43.1% | +112.4% | +117.6% |
| 5Y | +215.5% | -21.4% | +236.9% | +228.8% |
| 10Y | +788.9% | +16.8% | +772.1% | +650.2% |
| All | +18,766.1% | +2,934.4% | +15,831.7% | +6,506.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling