+215.5%
CAT vs DOCN
-8.3%
+223.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -7.2% | +1.9% | -4.1% |
| 7D | -17.1% | -20.0% | +2.9% | -14.2% |
| 30D | -30.1% | -38.8% | +8.7% | -25.0% |
| 3M | -32.4% | -34.8% | +2.4% | -28.5% |
| 6M | -32.1% | -22.8% | -9.3% | -31.1% |
| YTD | +4.1% | +74.6% | -70.5% | -7.8% |
| 1Y | +8.9% | +116.4% | -107.5% | -6.7% |
| 3Y | +155.5% | +239.3% | -83.9% | +102.6% |
| 5Y | +215.5% | -20.2% | +235.8% | +162.9% |
| All | +215.5% | -8.3% | +223.9% | +162.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling