+172.1%
DELL vs CAT
+6.7%
+165.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +2.9% | +8.8% | +9.5% |
| 7D | +0.4% | +1.7% | -1.4% | -0.3% |
| 30D | -35.1% | -24.6% | -10.6% | -20.9% |
| 3M | -15.1% | -28.5% | +13.4% | +6.8% |
| 6M | +51.7% | -34.8% | +86.5% | +98.6% |
| YTD | +200.0% | +5.9% | +194.1% | +180.2% |
| 1Y | +172.1% | +6.8% | +165.3% | +151.3% |
| All | +172.1% | +6.7% | +165.5% | +151.3% |
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