+9,085.1%
CAT vs DGX
+8,778.1%
+306.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.3% |
| 7D | +0.6% | -0.9% | +1.5% | +0.8% |
| 30D | -4.3% | -1.2% | -3.2% | -4.1% |
| 3M | -8.6% | +15.8% | -24.4% | -12.2% |
| 6M | +16.1% | +18.2% | -2.1% | +10.9% |
| YTD | +43.8% | +37.2% | +6.6% | +32.0% |
| 1Y | +91.5% | +30.4% | +61.1% | +77.7% |
| 3Y | +202.7% | +96.7% | +106.0% | +150.2% |
| 5Y | +335.1% | +67.2% | +268.0% | +271.8% |
| 10Y | +1,161.7% | +253.9% | +907.8% | +775.5% |
| All | +9,085.1% | +8,778.1% | +306.9% | +3,919.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling