+1,123.7%
CAT vs DGX
+249.5%
+874.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -0.8% |
| 7D | +0.6% | -3.5% | +4.1% | +1.6% |
| 30D | -4.5% | -2.7% | -1.9% | -3.8% |
| 3M | -5.8% | +13.9% | -19.7% | -9.7% |
| 6M | +12.7% | +16.0% | -3.3% | +7.2% |
| YTD | +41.4% | +34.9% | +6.4% | +27.9% |
| 1Y | +92.1% | +30.6% | +61.5% | +75.1% |
| 3Y | +197.5% | +93.0% | +104.5% | +132.8% |
| 5Y | +327.9% | +64.4% | +263.5% | +249.3% |
| All | +1,123.7% | +249.5% | +874.2% | +654.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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