+213.9%
CAT vs DT
-37.8%
+251.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | +7.4% | +3.1% | +4.3% | +7.0% |
| 30D | -19.7% | -29.5% | +9.9% | -16.2% |
| 3M | -29.6% | -11.7% | -17.9% | -28.6% |
| 6M | -33.2% | +29.0% | -62.2% | -36.2% |
| YTD | +5.7% | +3.4% | +2.3% | +3.8% |
| 1Y | +9.3% | -4.2% | +13.6% | +9.0% |
| 3Y | +158.3% | -12.8% | +171.2% | +159.0% |
| All | +213.9% | -37.8% | +251.7% | +210.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling