+95.4%
CAT vs DIS
-8.8%
+104.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.5% | +1.8% |
| 7D | +1.7% | -2.6% | +4.3% | +1.8% |
| 30D | -6.6% | +3.5% | -10.0% | -6.9% |
| 3M | -13.3% | +6.8% | -20.1% | -13.9% |
| 6M | +11.6% | +3.0% | +8.6% | +11.1% |
| YTD | +42.9% | -6.7% | +49.7% | +43.1% |
| 1Y | +95.4% | -10.1% | +105.5% | +99.5% |
| All | +95.4% | -8.8% | +104.2% | +99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 DIS 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