+201.5%
CAT vs DIS
+33.4%
+168.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.5% | +2.2% |
| 7D | +1.7% | -2.6% | +4.3% | +2.5% |
| 30D | -6.6% | +3.5% | -10.0% | -7.8% |
| 3M | -13.3% | +6.8% | -20.1% | -15.6% |
| 6M | +11.6% | +3.0% | +8.6% | +9.8% |
| YTD | +42.9% | -6.7% | +49.7% | +45.1% |
| 1Y | +95.4% | -10.1% | +105.5% | +100.9% |
| All | +201.5% | +33.4% | +168.0% | +164.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling