+712.5%
CAT vs DIS
+40.1%
+672.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.0% | +5.2% | +6.3% |
| 7D | -2.4% | +5.3% | -7.7% | -4.6% |
| 30D | -25.0% | +10.2% | -35.3% | -28.2% |
| 3M | -28.7% | +13.5% | -42.3% | -33.0% |
| 6M | -33.0% | +11.1% | -44.1% | -36.9% |
| YTD | +5.4% | +5.5% | -0.1% | +1.0% |
| 1Y | +7.3% | +9.1% | -1.9% | +0.9% |
| 3Y | +166.0% | +36.0% | +130.0% | +119.7% |
| 5Y | +210.1% | -29.8% | +239.9% | +245.1% |
| 10Y | +712.5% | +36.6% | +675.9% | +564.5% |
| All | +712.5% | +40.1% | +672.4% | +564.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling