+443.9%
CAT vs DT
+72.4%
+371.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.2% | +6.0% | +7.0% |
| 7D | -2.4% | -20.2% | +17.8% | +0.5% |
| 30D | -25.0% | -30.8% | +5.7% | -21.2% |
| 3M | -28.7% | -10.2% | -18.5% | -27.9% |
| 6M | -33.0% | +8.0% | -41.0% | -34.4% |
| YTD | +5.4% | +1.5% | +4.0% | +3.4% |
| 1Y | +7.3% | -6.9% | +14.1% | +6.7% |
| 3Y | +166.0% | -10.9% | +176.9% | +164.3% |
| 5Y | +210.1% | -42.2% | +252.3% | +218.3% |
| All | +443.9% | +72.4% | +371.5% | +332.9% |
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