+677.7%
CAT vs DVA
+199.8%
+477.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.4% | +1.0% | -1.6% |
| 7D | -6.3% | -1.6% | -4.7% | -6.2% |
| 30D | -26.8% | 0.0% | -26.8% | -27.2% |
| 3M | -30.0% | -2.4% | -27.6% | -30.2% |
| 6M | -34.6% | -9.8% | -24.8% | -34.2% |
| YTD | +2.9% | +57.8% | -54.9% | -11.8% |
| 1Y | +3.3% | +49.2% | -45.9% | -10.2% |
| 3Y | +153.7% | +116.0% | +37.7% | +93.0% |
| 5Y | +207.3% | +68.5% | +138.8% | +140.1% |
| All | +677.7% | +199.8% | +477.9% | +396.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling