+201.5%
CAT vs DOCS
+9.5%
+192.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.8% | +4.5% | +1.8% |
| 7D | +1.7% | -1.4% | +3.1% | +1.7% |
| 30D | -6.6% | +21.8% | -28.4% | -7.2% |
| 3M | -13.3% | +27.3% | -40.6% | -14.2% |
| 6M | +11.6% | -0.3% | +12.0% | +11.9% |
| YTD | +42.9% | -40.5% | +83.4% | +49.1% |
| 1Y | +95.4% | -61.5% | +157.0% | +112.2% |
| All | +201.5% | +9.5% | +192.0% | +177.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling