+319.1%
DELL vs CAT
+97.5%
+221.5%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +0.6% |
| 7D | +14.9% | +1.7% | +13.2% | +14.1% |
| 30D | +13.3% | -6.6% | +19.8% | +17.2% |
| 3M | +24.4% | -13.3% | +37.7% | +31.6% |
| 6M | +258.0% | +11.6% | +246.4% | +239.7% |
| YTD | +320.2% | +42.9% | +277.2% | +256.9% |
| 1Y | +319.1% | +95.4% | +223.6% | +198.4% |
| All | +319.1% | +97.5% | +221.5% | +198.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAT.
Daily Out/Under-Performance
Portfolio return minus CAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAT 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 CAT 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