+4,177.7%
DELL vs CAT
+1,125.3%
+3,052.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.7% |
| 7D | +8.7% | +2.9% | +5.8% | +7.1% |
| 30D | +16.9% | -2.6% | +19.5% | +18.9% |
| 3M | +40.4% | -10.7% | +51.1% | +49.1% |
| 6M | +267.1% | +16.1% | +250.9% | +235.7% |
| YTD | +329.1% | +43.2% | +285.9% | +249.3% |
| 1Y | +346.9% | +96.8% | +250.1% | +204.1% |
| 3Y | +696.6% | +201.4% | +495.3% | +334.1% |
| 5Y | +1,106.2% | +332.7% | +773.5% | +439.2% |
| 10Y | +4,177.7% | +1,157.1% | +3,020.6% | +1,227.1% |
| All | +4,177.7% | +1,125.3% | +3,052.5% | +1,227.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling