+159.9%
DELL vs CAT
+5.7%
+154.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.8% | -6.3% | -6.5% |
| 7D | +4.9% | +7.4% | -2.6% | -0.4% |
| 30D | -32.1% | -19.7% | -12.4% | -20.6% |
| 3M | -30.2% | -29.6% | -0.6% | -11.6% |
| 6M | +41.7% | -33.2% | +74.9% | +82.8% |
| YTD | +176.6% | +5.7% | +170.9% | +162.4% |
| 1Y | +159.9% | +9.3% | +150.6% | +136.6% |
| All | +159.9% | +5.7% | +154.3% | +136.6% |
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