+688.6%
CAT vs DRI
+331.7%
+356.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +7.4% | +1.1% | +6.4% | +7.1% |
| 30D | -19.7% | +9.7% | -29.4% | -22.1% |
| 3M | -29.6% | +3.2% | -32.8% | -30.6% |
| 6M | -33.2% | +20.6% | -53.8% | -37.6% |
| YTD | +5.7% | +28.3% | -22.6% | -3.7% |
| 1Y | +9.3% | +34.5% | -25.2% | -1.9% |
| 3Y | +158.3% | +66.5% | +91.8% | +113.8% |
| 5Y | +211.6% | +79.6% | +131.9% | +148.6% |
| All | +688.6% | +331.7% | +356.9% | +395.0% |
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