+160.5%
CAT vs DT
-11.2%
+171.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | +0.5% |
| 7D | +9.3% | +2.7% | +6.6% | +9.0% |
| 30D | -21.5% | -30.4% | +8.9% | -18.8% |
| 3M | -29.1% | -9.4% | -19.7% | -28.3% |
| 6M | -33.4% | +14.5% | -47.9% | -34.8% |
| YTD | +6.6% | +3.6% | +3.0% | +6.4% |
| 1Y | +6.5% | -3.4% | +10.0% | +8.5% |
| All | +160.5% | -11.2% | +171.7% | +168.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling