+19,212.2%
CAT vs DTE
+3,606.7%
+15,605.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | +9.3% | +3.2% | +6.1% | +7.8% |
| 30D | -21.5% | +8.5% | -30.0% | -24.6% |
| 3M | -29.1% | +1.3% | -30.4% | -29.7% |
| 6M | -33.4% | -0.7% | -32.7% | -33.5% |
| YTD | +6.6% | +10.6% | -4.1% | +1.0% |
| 1Y | +6.5% | +2.6% | +3.9% | +4.5% |
| 3Y | +162.7% | +56.5% | +106.2% | +108.1% |
| 5Y | +214.2% | +46.7% | +167.5% | +153.4% |
| 10Y | +705.2% | +150.4% | +554.8% | +380.8% |
| All | +19,212.2% | +3,606.7% | +15,605.5% | +3,568.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling