+6.5%
CAT vs DIS
+4.7%
+1.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.6% |
| 7D | +9.3% | +0.9% | +8.5% | +9.3% |
| 30D | -21.5% | +8.9% | -30.4% | -21.2% |
| 3M | -29.1% | +14.5% | -43.6% | -29.1% |
| 6M | -33.4% | +12.2% | -45.6% | -32.5% |
| YTD | +6.6% | +4.7% | +1.8% | +7.2% |
| 1Y | +6.5% | +2.8% | +3.7% | +7.6% |
| All | +6.5% | +4.7% | +1.8% | +7.6% |
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