+1,126.0%
CAT vs DIA
+246.5%
+879.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.2% | +2.4% |
| 7D | +5.6% | +0.1% | +5.5% | +5.4% |
| 30D | -2.3% | -2.1% | -0.3% | +0.1% |
| 3M | -10.0% | +4.2% | -14.2% | -14.1% |
| 6M | +21.2% | +11.9% | +9.4% | +6.6% |
| YTD | +44.4% | +10.8% | +33.6% | +28.9% |
| 1Y | +96.3% | +17.5% | +78.8% | +63.6% |
| 3Y | +203.9% | +59.9% | +144.0% | +79.1% |
| 5Y | +333.5% | +64.1% | +269.4% | +149.4% |
| 10Y | +1,126.0% | +246.2% | +879.8% | +155.5% |
| All | +1,126.0% | +246.5% | +879.6% | +155.5% |
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