+8,914.6%
CAT vs DVA
+5,180.6%
+3,734.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.6% | +2.6% |
| 7D | +1.7% | -4.8% | +6.5% | +2.5% |
| 30D | -24.6% | +0.9% | -25.5% | -24.9% |
| 3M | -28.5% | +2.9% | -31.4% | -29.2% |
| 6M | -34.8% | -7.8% | -27.1% | -34.7% |
| YTD | +5.9% | +61.5% | -55.6% | -3.9% |
| 1Y | +6.8% | +50.1% | -43.2% | -1.9% |
| 3Y | +161.1% | +121.1% | +40.0% | +122.6% |
| 5Y | +213.4% | +72.9% | +140.5% | +171.3% |
| 10Y | +700.3% | +208.2% | +492.1% | +525.9% |
| All | +8,914.6% | +5,180.6% | +3,734.0% | +5,349.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling