+9.3%
CAT vs DRI
+34.4%
-25.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | +7.4% | +1.1% | +6.4% | +7.4% |
| 30D | -19.7% | +9.7% | -29.4% | -19.7% |
| 3M | -29.6% | +3.2% | -32.8% | -29.3% |
| 6M | -33.2% | +20.6% | -53.8% | -34.5% |
| YTD | +5.7% | +28.3% | -22.6% | +0.8% |
| 1Y | +9.3% | +34.5% | -25.2% | +1.7% |
| All | +9.3% | +34.4% | -25.1% | +1.7% |
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