+326.0%
CAT vs DOCS
-73.4%
+399.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.8% | +4.5% | +1.9% |
| 7D | +1.7% | -1.4% | +3.1% | +1.8% |
| 30D | -6.6% | +21.8% | -28.4% | -7.8% |
| 3M | -13.3% | +27.3% | -40.6% | -14.8% |
| 6M | +11.6% | -0.3% | +12.0% | +11.1% |
| YTD | +42.9% | -40.5% | +83.4% | +47.6% |
| 1Y | +95.4% | -61.5% | +157.0% | +109.0% |
| 3Y | +196.6% | +8.2% | +188.4% | +183.8% |
| All | +326.0% | -73.4% | +399.4% | +316.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling