+407.3%
CAT vs DT
+70.4%
+337.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | -10.3% | -24.7% | +14.4% | -6.9% |
| 30D | -31.2% | -27.4% | -3.8% | -28.2% |
| 3M | -34.7% | -11.1% | -23.5% | -33.8% |
| 6M | -39.5% | +13.7% | -53.2% | -41.3% |
| YTD | -1.7% | +0.2% | -1.9% | -3.4% |
| 1Y | -1.1% | -5.7% | +4.6% | -1.9% |
| 3Y | +143.9% | -8.1% | +152.0% | +141.1% |
| 5Y | +194.8% | -43.1% | +237.8% | +203.3% |
| All | +407.3% | +70.4% | +337.0% | +304.4% |
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