-32.4%
CAT vs DIS
+21.5%
-53.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.2% | -9.4% | -2.7% |
| 7D | -17.1% | +9.1% | -26.2% | -12.6% |
| 30D | -30.1% | +14.8% | -44.9% | -24.6% |
| 3M | -32.4% | +21.2% | -53.5% | -25.4% |
| All | -32.4% | +21.5% | -53.9% | -25.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling