+11.6%
CAT vs DIA
+10.5%
+1.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.3% | +2.7% |
| 7D | +1.7% | -0.2% | +1.9% | +2.0% |
| 30D | -6.6% | -1.5% | -5.0% | -3.8% |
| 3M | -13.3% | +3.8% | -17.1% | -19.4% |
| 6M | +11.6% | +10.3% | +1.3% | -7.8% |
| All | +11.6% | +10.5% | +1.1% | -7.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling