+674.0%
CAT vs DIA
+238.3%
+435.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.0% |
| 7D | -6.3% | +0.9% | -7.2% | -7.4% |
| 30D | -26.8% | +1.1% | -27.9% | -27.8% |
| 3M | -30.0% | -2.9% | -27.2% | -27.6% |
| 6M | -34.6% | +5.9% | -40.5% | -38.8% |
| YTD | +2.9% | +9.8% | -6.9% | -7.1% |
| 1Y | +3.3% | +11.7% | -8.4% | -8.6% |
| 3Y | +153.7% | +59.5% | +94.2% | +50.2% |
| 5Y | +207.3% | +57.5% | +149.7% | +85.5% |
| 10Y | +674.0% | +235.9% | +438.1% | +66.0% |
| All | +674.0% | +238.3% | +435.8% | +66.0% |
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