+12,067.2%
CAT vs DVA
+5,194.7%
+6,872.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.5% |
| 7D | +1.7% | +1.8% | -0.1% | +1.4% |
| 30D | -6.6% | -2.5% | -4.1% | -6.2% |
| 3M | -13.3% | -4.3% | -9.0% | -13.1% |
| 6M | +11.6% | +18.9% | -7.2% | +7.5% |
| YTD | +42.9% | +61.9% | -19.0% | +30.3% |
| 1Y | +95.4% | +35.7% | +59.7% | +82.9% |
| 3Y | +196.6% | +78.6% | +117.9% | +161.6% |
| 5Y | +321.7% | +39.2% | +282.4% | +279.4% |
| 10Y | +1,140.8% | +184.0% | +956.8% | +885.0% |
| All | +12,067.2% | +5,194.7% | +6,872.5% | +7,287.1% |
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