+700.3%
CAT vs DIA
+238.0%
+462.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.5% | +2.4% | +2.3% |
| 7D | +1.7% | -1.6% | +3.4% | +4.0% |
| 30D | -24.6% | +1.3% | -25.8% | -25.7% |
| 3M | -28.5% | -2.1% | -26.4% | -26.7% |
| 6M | -34.8% | +6.2% | -41.0% | -39.2% |
| YTD | +5.9% | +10.3% | -4.4% | -4.9% |
| 1Y | +6.8% | +11.0% | -4.2% | -4.7% |
| 3Y | +161.1% | +60.4% | +100.7% | +53.6% |
| 5Y | +213.4% | +59.1% | +154.3% | +87.1% |
| 10Y | +700.3% | +237.1% | +463.3% | +71.0% |
| All | +700.3% | +238.0% | +462.4% | +71.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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