-39.5%
CAT vs DIA
+3.8%
-43.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.4% |
| 7D | -10.3% | -0.9% | -9.3% | -9.3% |
| 30D | -31.2% | +0.3% | -31.5% | -31.6% |
| 3M | -34.7% | -4.5% | -30.2% | -29.8% |
| 6M | -39.5% | +3.4% | -42.8% | -43.1% |
| All | -39.5% | +3.8% | -43.3% | -43.1% |
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