+178.6%
CAT vs DOCN
+74.7%
+103.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +0.5% |
| 7D | -10.3% | -19.2% | +8.9% | -7.6% |
| 30D | -31.2% | -43.1% | +11.9% | -25.8% |
| 3M | -34.7% | -40.7% | +6.0% | -30.3% |
| 6M | -39.5% | -55.0% | +15.5% | -33.6% |
| YTD | -1.7% | +50.6% | -52.3% | -9.9% |
| 1Y | -1.1% | +54.0% | -55.1% | -9.7% |
| 3Y | +143.9% | +203.9% | -60.0% | +102.2% |
| 5Y | +194.8% | -29.4% | +224.1% | +153.0% |
| All | +178.6% | +74.7% | +103.9% | +143.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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