+197.7%
CAT vs DGX
+93.2%
+104.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.1% |
| 7D | +0.6% | -3.5% | +4.1% | +0.9% |
| 30D | -4.5% | -2.7% | -1.9% | -4.3% |
| 3M | -5.8% | +13.9% | -19.7% | -6.9% |
| 6M | +12.7% | +16.0% | -3.3% | +11.1% |
| YTD | +41.4% | +34.9% | +6.4% | +37.2% |
| 1Y | +92.1% | +30.6% | +61.5% | +86.8% |
| All | +197.7% | +93.2% | +104.5% | +169.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling