+203.9%
CAT vs DTE
+48.7%
+155.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.2% | +0.8% |
| 7D | +5.6% | +0.9% | +4.7% | +5.3% |
| 30D | -2.3% | -1.9% | -0.5% | -1.8% |
| 3M | -10.0% | -3.3% | -6.7% | -9.3% |
| 6M | +21.2% | -7.1% | +28.4% | +23.5% |
| YTD | +44.4% | +8.1% | +36.3% | +41.3% |
| 1Y | +96.3% | +5.3% | +91.0% | +93.2% |
| 3Y | +203.9% | +48.2% | +155.7% | +163.1% |
| All | +203.9% | +48.7% | +155.2% | +163.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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