+5,298.4%
CAT vs DIA
+1,122.9%
+4,175.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.2% | +5.0% | +4.6% |
| 7D | -2.4% | +0.8% | -3.2% | -3.4% |
| 30D | -25.0% | +1.4% | -26.4% | -26.3% |
| 3M | -28.7% | -2.7% | -26.0% | -26.4% |
| 6M | -33.0% | +6.2% | -39.2% | -37.5% |
| YTD | +5.4% | +10.1% | -4.7% | -5.1% |
| 1Y | +7.3% | +13.0% | -5.8% | -6.4% |
| 3Y | +166.0% | +61.9% | +104.2% | +53.3% |
| 5Y | +210.1% | +57.1% | +153.0% | +86.1% |
| 10Y | +712.5% | +240.9% | +471.6% | +96.0% |
| All | +5,298.4% | +1,122.9% | +4,175.5% | +260.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling