+25,808.1%
CAT vs DTE
+3,490.8%
+22,317.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.1% |
| 7D | +1.7% | +0.2% | +1.5% | +1.6% |
| 30D | -6.6% | -2.6% | -4.0% | -5.5% |
| 3M | -13.3% | -3.9% | -9.4% | -11.9% |
| 6M | +11.6% | -7.9% | +19.5% | +15.6% |
| YTD | +42.9% | +7.2% | +35.8% | +37.8% |
| 1Y | +95.4% | +3.1% | +92.4% | +91.6% |
| 3Y | +196.6% | +47.6% | +149.0% | +141.7% |
| 5Y | +321.7% | +32.7% | +288.9% | +257.0% |
| 10Y | +1,140.8% | +138.8% | +1,002.0% | +657.0% |
| All | +25,808.1% | +3,490.8% | +22,317.3% | +4,905.7% |
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