+326.0%
CAT vs DRI
+72.9%
+253.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.3% | +1.9% |
| 7D | +1.7% | +0.6% | +1.1% | +1.5% |
| 30D | -6.6% | +3.8% | -10.4% | -7.8% |
| 3M | -13.3% | +13.0% | -26.3% | -17.3% |
| 6M | +11.6% | +8.3% | +3.3% | +7.8% |
| YTD | +42.9% | +20.6% | +22.3% | +32.3% |
| 1Y | +95.4% | +6.5% | +89.0% | +88.5% |
| 3Y | +196.6% | +53.7% | +142.9% | +145.8% |
| All | +326.0% | +72.9% | +253.1% | +229.9% |
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