+192.1%
CAT vs DOCS
-54.0%
+246.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.3% | -2.1% | -6.2% |
| 7D | -14.5% | -1.3% | -13.1% | -14.4% |
| 30D | -35.7% | +19.4% | -55.1% | -36.3% |
| 3M | -36.3% | +53.4% | -89.7% | -37.9% |
| 6M | -38.5% | +28.8% | -67.3% | -39.7% |
| YTD | -2.5% | -25.1% | +22.5% | -0.4% |
| 1Y | -1.9% | -48.1% | +46.3% | +3.5% |
| 3Y | +139.2% | +51.4% | +87.8% | +123.0% |
| 5Y | +192.1% | -51.1% | +243.2% | +180.3% |
| All | +192.1% | -54.0% | +246.1% | +180.3% |
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