+725.3%
CAT vs DRI
+367.2%
+358.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.2% |
| 7D | -10.3% | +2.8% | -13.1% | -11.2% |
| 30D | -31.2% | +13.3% | -44.4% | -34.0% |
| 3M | -34.7% | +8.2% | -42.8% | -36.6% |
| 6M | -39.5% | +17.5% | -57.0% | -43.1% |
| YTD | -1.7% | +26.9% | -28.6% | -10.1% |
| 1Y | -1.1% | +31.6% | -32.7% | -10.8% |
| 3Y | +143.9% | +67.0% | +76.9% | +101.2% |
| 5Y | +194.8% | +72.9% | +121.9% | +137.3% |
| All | +725.3% | +367.2% | +358.2% | +352.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling