+213.9%
CAT vs DIA
+57.3%
+156.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -1.0% |
| 7D | +7.4% | +2.1% | +5.3% | +4.6% |
| 30D | -19.7% | +1.5% | -21.2% | -21.3% |
| 3M | -29.6% | -2.4% | -27.2% | -27.3% |
| 6M | -33.2% | +6.0% | -39.2% | -38.0% |
| YTD | +5.7% | +10.1% | -4.4% | -6.0% |
| 1Y | +9.3% | +11.8% | -2.5% | -4.5% |
| 3Y | +158.3% | +59.7% | +98.6% | +47.7% |
| All | +213.9% | +57.3% | +156.6% | +80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling