+213.9%
CAT vs DIS
-23.4%
+237.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.5% | -1.0% |
| 7D | +7.4% | +1.9% | +5.5% | +6.8% |
| 30D | -19.7% | +9.2% | -28.8% | -22.1% |
| 3M | -29.6% | +13.5% | -43.1% | -32.9% |
| 6M | -33.2% | +14.3% | -47.5% | -36.7% |
| YTD | +5.7% | +5.4% | +0.3% | +2.6% |
| 1Y | +9.3% | +12.2% | -2.8% | +3.5% |
| 3Y | +158.3% | +37.2% | +121.1% | +120.7% |
| All | +213.9% | -23.4% | +237.3% | +217.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling