+1,122.0%
DELL vs CAT
+332.8%
+789.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.8% | +1.2% |
| 7D | +25.6% | +5.6% | +20.1% | +21.8% |
| 30D | +17.7% | -2.3% | +20.0% | +19.6% |
| 3M | +33.4% | -10.0% | +43.4% | +41.7% |
| 6M | +266.2% | +21.2% | +245.0% | +221.0% |
| YTD | +328.0% | +44.4% | +283.5% | +234.8% |
| 1Y | +339.6% | +96.3% | +243.3% | +180.2% |
| 3Y | +694.6% | +203.9% | +490.7% | +288.5% |
| 5Y | +1,122.0% | +333.5% | +788.5% | +370.2% |
| All | +1,122.0% | +332.8% | +789.2% | +370.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling