+645.2%
CAT vs DT
+97.2%
+548.0%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.1% | +4.2% | +1.5% |
| 7D | +5.6% | -4.9% | +10.4% | +6.2% |
| 30D | -2.3% | +2.7% | -5.0% | -2.8% |
| 3M | -10.0% | +20.0% | -30.0% | -12.8% |
| 6M | +21.2% | +28.0% | -6.8% | +15.5% |
| YTD | +44.4% | +16.0% | +28.4% | +39.3% |
| 1Y | +96.3% | +0.7% | +95.6% | +93.6% |
| 3Y | +203.9% | +6.2% | +197.7% | +194.8% |
| 5Y | +333.5% | -28.1% | +361.6% | +331.0% |
| All | +645.2% | +97.2% | +548.0% | +483.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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