+213.4%
CAT vs DTE
+45.9%
+167.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.7% |
| 7D | +1.7% | +1.6% | +0.2% | +1.3% |
| 30D | -24.6% | +9.1% | -33.7% | -26.8% |
| 3M | -28.5% | +2.4% | -30.9% | -29.1% |
| 6M | -34.8% | -0.2% | -34.6% | -35.0% |
| YTD | +5.9% | +11.0% | -5.1% | +1.8% |
| 1Y | +6.8% | +3.4% | +3.5% | +5.2% |
| 3Y | +161.1% | +57.1% | +104.0% | +116.7% |
| 5Y | +213.4% | +46.6% | +166.9% | +168.0% |
| All | +213.4% | +45.9% | +167.5% | +168.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling