-1.1%
CAT vs DOCS
-49.1%
+48.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +0.7% |
| 7D | -10.3% | -0.8% | -9.5% | -10.3% |
| 30D | -31.2% | +17.4% | -48.6% | -29.6% |
| 3M | -34.7% | +57.4% | -92.0% | -30.0% |
| 6M | -39.5% | +26.5% | -66.0% | -35.7% |
| YTD | -1.7% | -26.6% | +24.9% | +3.0% |
| 1Y | -1.1% | -48.1% | +46.9% | +6.4% |
| All | -1.1% | -49.1% | +48.0% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling