+332.7%
CAT vs DGX
+64.0%
+268.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | +2.9% | -2.2% | +5.2% | +3.4% |
| 30D | -2.6% | -0.9% | -1.7% | -2.5% |
| 3M | -10.7% | +15.6% | -26.3% | -13.3% |
| 6M | +16.1% | +17.8% | -1.6% | +12.1% |
| YTD | +43.2% | +37.5% | +5.8% | +33.6% |
| 1Y | +96.8% | +31.2% | +65.7% | +85.1% |
| 3Y | +201.4% | +96.6% | +104.8% | +149.7% |
| 5Y | +332.7% | +64.9% | +267.8% | +248.9% |
| All | +332.7% | +64.0% | +268.7% | +248.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling