+3,063.4%
DELL vs CAT
+785.6%
+2,277.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +7.2% | -1.8% | +1.3% |
| 7D | -11.8% | -2.4% | -9.4% | -10.1% |
| 30D | -40.8% | -25.0% | -15.8% | -29.9% |
| 3M | -23.6% | -28.7% | +5.1% | -6.7% |
| 6M | +33.4% | -33.0% | +66.4% | +67.0% |
| YTD | +178.0% | +5.4% | +172.6% | +170.8% |
| 1Y | +138.6% | +7.3% | +131.3% | +130.5% |
| 3Y | +400.9% | +166.0% | +234.8% | +199.0% |
| 5Y | +580.7% | +210.1% | +370.6% | +268.7% |
| 10Y | +2,655.3% | +712.5% | +1,942.8% | +904.2% |
| All | +3,063.4% | +785.6% | +2,277.8% | +1,042.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling