+95.4%
CAT vs DVA
+35.1%
+60.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.7% |
| 7D | +1.7% | +1.8% | -0.1% | +1.7% |
| 30D | -6.6% | -2.5% | -4.1% | -6.5% |
| 3M | -13.3% | -4.3% | -9.0% | -13.6% |
| 6M | +11.6% | +18.9% | -7.2% | +9.4% |
| YTD | +42.9% | +61.9% | -19.0% | +37.4% |
| 1Y | +95.4% | +35.7% | +59.7% | +84.5% |
| All | +95.4% | +35.1% | +60.3% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling