+192.1%
CAT vs DOCN
-34.6%
+226.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -15.9% | +9.5% | -3.9% |
| 7D | -14.5% | -29.3% | +14.8% | -9.9% |
| 30D | -35.7% | -46.0% | +10.3% | -29.7% |
| 3M | -36.3% | -43.2% | +6.9% | -31.2% |
| 6M | -38.5% | -53.7% | +15.2% | -32.2% |
| YTD | -2.5% | +46.9% | -49.5% | -11.4% |
| 1Y | -1.9% | +54.3% | -56.2% | -11.5% |
| 3Y | +139.2% | +185.5% | -46.3% | +94.6% |
| 5Y | +192.1% | -31.1% | +223.2% | +149.8% |
| All | +192.1% | -34.6% | +226.7% | +149.8% |
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