+143.3%
DELL vs CAT
+5.5%
+137.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -5.2% | -3.6% | -5.2% |
| 7D | -24.6% | -17.1% | -7.5% | -14.4% |
| 30D | -32.5% | -30.1% | -2.4% | -14.7% |
| 3M | -20.2% | -32.4% | +12.2% | +2.7% |
| 6M | +76.5% | -32.1% | +108.6% | +124.7% |
| YTD | +198.9% | +4.1% | +194.8% | +186.8% |
| 1Y | +143.3% | +8.9% | +134.4% | +125.3% |
| All | +143.3% | +5.5% | +137.8% | +125.3% |
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