+214.2%
CAT vs DRI
+78.5%
+135.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +9.3% | -0.3% | +9.7% | +9.5% |
| 30D | -21.5% | +10.8% | -32.3% | -24.1% |
| 3M | -29.1% | +0.9% | -30.0% | -29.6% |
| 6M | -33.4% | +16.3% | -49.7% | -37.3% |
| YTD | +6.6% | +27.8% | -21.2% | -3.7% |
| 1Y | +6.5% | +33.9% | -27.3% | -5.5% |
| 3Y | +162.7% | +67.2% | +95.5% | +109.7% |
| 5Y | +214.2% | +79.0% | +135.2% | +143.2% |
| All | +214.2% | +78.5% | +135.7% | +143.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling