+9.3%
CAT vs DVA
+42.3%
-33.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | +7.4% | -8.8% | +16.2% | +7.3% |
| 30D | -19.7% | -3.4% | -16.3% | -19.8% |
| 3M | -29.6% | -2.6% | -27.0% | -29.8% |
| 6M | -33.2% | -11.9% | -21.3% | -33.5% |
| YTD | +5.7% | +53.6% | -48.0% | -0.4% |
| 1Y | +9.3% | +41.9% | -32.5% | +4.2% |
| All | +9.3% | +42.3% | -33.0% | +4.2% |
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 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