+688.6%
CAT vs DVA
+193.2%
+495.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | +7.4% | -8.8% | +16.2% | +9.5% |
| 30D | -19.7% | -3.4% | -16.3% | -19.6% |
| 3M | -29.6% | -2.6% | -27.0% | -29.8% |
| 6M | -33.2% | -11.9% | -21.3% | -32.5% |
| YTD | +5.7% | +53.6% | -48.0% | -9.0% |
| 1Y | +9.3% | +41.9% | -32.5% | -3.8% |
| 3Y | +158.3% | +97.5% | +60.8% | +101.4% |
| 5Y | +211.6% | +65.0% | +146.6% | +144.3% |
| All | +688.6% | +193.2% | +495.4% | +410.2% |
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