+3.8%
CAT vs DIA
+11.6%
-7.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -1.9% |
| 7D | -6.3% | +0.9% | -7.2% | -7.9% |
| 30D | -26.8% | +1.1% | -27.9% | -28.2% |
| 3M | -30.0% | -2.9% | -27.2% | -26.3% |
| 6M | -34.6% | +5.9% | -40.5% | -41.4% |
| YTD | +2.9% | +9.8% | -6.9% | -13.4% |
| All | +3.8% | +11.6% | -7.8% | -13.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling