+333.5%
CAT vs DVA
+38.1%
+295.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.2% | +1.3% |
| 7D | +5.6% | +2.2% | +3.3% | +5.2% |
| 30D | -2.3% | -2.0% | -0.3% | -2.1% |
| 3M | -10.0% | -6.3% | -3.7% | -9.8% |
| 6M | +21.2% | +19.4% | +1.8% | +16.7% |
| YTD | +44.4% | +58.5% | -14.0% | +32.2% |
| 1Y | +96.3% | +33.9% | +62.4% | +84.3% |
| 3Y | +203.9% | +88.4% | +115.5% | +167.9% |
| 5Y | +333.5% | +39.5% | +294.0% | +322.6% |
| All | +333.5% | +38.1% | +295.4% | +322.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling