+166.0%
CAT vs DVA
+118.6%
+47.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -3.0% | +10.2% | +7.4% |
| 7D | -2.4% | -0.1% | -2.3% | -2.5% |
| 30D | -25.0% | +3.5% | -28.5% | -25.4% |
| 3M | -28.7% | +1.0% | -29.7% | -29.0% |
| 6M | -33.0% | -6.6% | -26.4% | -33.1% |
| YTD | +5.4% | +63.3% | -57.9% | -4.5% |
| 1Y | +7.3% | +50.0% | -42.7% | -1.4% |
| 3Y | +166.0% | +120.1% | +46.0% | +131.9% |
| All | +166.0% | +118.6% | +47.4% | +131.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling