+400.9%
DELL vs CAT
+162.4%
+238.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +7.2% | -1.8% | +0.2% |
| 7D | -11.8% | -2.4% | -9.4% | -9.7% |
| 30D | -40.8% | -25.0% | -15.8% | -27.3% |
| 3M | -23.6% | -28.7% | +5.1% | -2.8% |
| 6M | +33.4% | -33.0% | +66.4% | +73.8% |
| YTD | +178.0% | +5.4% | +172.6% | +163.1% |
| 1Y | +138.6% | +7.3% | +131.3% | +123.3% |
| 3Y | +400.9% | +166.0% | +234.8% | +181.9% |
| All | +400.9% | +162.4% | +238.5% | +181.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling