+2,886.3%
DELL vs CAT
+697.1%
+2,189.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +2.9% | +8.8% | +10.1% |
| 7D | +0.4% | +1.7% | -1.4% | -0.1% |
| 30D | -35.1% | -24.6% | -10.6% | -23.2% |
| 3M | -15.1% | -28.5% | +13.4% | +3.8% |
| 6M | +51.7% | -34.8% | +86.5% | +93.7% |
| YTD | +200.0% | +5.9% | +194.1% | +191.7% |
| 1Y | +172.1% | +6.8% | +165.3% | +163.8% |
| 3Y | +431.2% | +161.1% | +270.1% | +218.3% |
| 5Y | +633.1% | +213.4% | +419.7% | +292.3% |
| 10Y | +2,886.3% | +700.3% | +2,186.0% | +1,001.2% |
| All | +2,886.3% | +697.1% | +2,189.3% | +1,001.2% |
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