+46.4%
DRAM vs CAT
-16.6%
+63.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.4% | -0.3% | +0.4% |
| 7D | -14.7% | -6.3% | -8.4% | -6.4% |
| 30D | -28.9% | -26.8% | -2.1% | +6.8% |
| 3M | -18.1% | -30.0% | +12.0% | +30.4% |
| 6M | -23.0% | -34.6% | +11.6% | +45.0% |
| All | +46.4% | -16.6% | +63.0% | +149.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling