+201.2%
CAT vs DOCS
-19.3%
+220.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +2.8% |
| 7D | +1.7% | -4.2% | +5.9% | +2.0% |
| 30D | -24.6% | +8.6% | -33.2% | -24.9% |
| 3M | -28.5% | +27.2% | -55.7% | -29.5% |
| 6M | -34.8% | +26.5% | -61.3% | -36.0% |
| YTD | +5.9% | -25.0% | +30.9% | +7.9% |
| 1Y | +6.8% | -37.0% | +43.8% | +10.2% |
| 3Y | +161.1% | +39.4% | +121.7% | +147.1% |
| 5Y | +213.4% | -56.7% | +270.1% | +207.6% |
| All | +201.2% | -19.3% | +220.5% | +185.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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