+201.5%
CAT vs DOCN
+324.7%
-123.3%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +1.2% |
| 7D | +1.7% | +1.1% | +0.6% | +1.4% |
| 30D | -6.6% | -9.6% | +3.1% | -5.0% |
| 3M | -13.3% | -37.7% | +24.4% | -6.1% |
| 6M | +11.6% | +115.2% | -103.6% | -9.6% |
| YTD | +42.9% | +133.7% | -90.8% | +12.6% |
| 1Y | +95.4% | +250.2% | -154.7% | +38.9% |
| All | +201.5% | +324.7% | -123.3% | +97.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling