+8.9%
CAT vs DRI
+34.0%
-25.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +5.1% | -10.3% | -5.1% |
| 7D | -17.1% | +6.5% | -23.6% | -17.0% |
| 30D | -30.1% | +16.4% | -46.5% | -30.3% |
| 3M | -32.4% | +13.6% | -46.0% | -32.5% |
| 6M | -32.1% | +22.0% | -54.1% | -33.4% |
| YTD | +4.1% | +29.3% | -25.2% | 0.0% |
| 1Y | +8.9% | +32.0% | -23.1% | +3.6% |
| All | +8.9% | +34.0% | -25.1% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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