+183.3%
CAT vs DIS
-32.6%
+215.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -10.3% | +5.2% | -15.5% | -11.8% |
| 30D | -31.2% | +11.5% | -42.7% | -33.7% |
| 3M | -34.7% | +11.5% | -46.2% | -37.3% |
| 6M | -39.5% | +8.9% | -48.3% | -41.7% |
| YTD | -1.7% | +3.4% | -5.1% | -3.9% |
| 1Y | -1.1% | +7.2% | -8.3% | -4.9% |
| 3Y | +143.9% | +43.3% | +100.5% | +105.0% |
| All | +183.3% | -32.6% | +215.9% | +185.4% |
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 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