+637.5%
CAT vs DT
+103.5%
+533.9%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.4% | +2.0% |
| 7D | +1.7% | -3.3% | +5.0% | +2.2% |
| 30D | -6.6% | +2.0% | -8.6% | -6.9% |
| 3M | -13.3% | +20.0% | -33.3% | -15.9% |
| 6M | +11.6% | +39.3% | -27.7% | +4.9% |
| YTD | +42.9% | +19.8% | +23.2% | +37.3% |
| 1Y | +95.4% | +4.3% | +91.2% | +91.8% |
| 3Y | +196.6% | +7.7% | +188.9% | +187.2% |
| 5Y | +321.7% | -26.8% | +348.5% | +318.4% |
| All | +637.5% | +103.5% | +533.9% | +474.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling