+214.2%
CAT vs DIS
-25.4%
+239.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.0% |
| 7D | +9.3% | +0.9% | +8.5% | +9.1% |
| 30D | -21.5% | +8.9% | -30.4% | -23.8% |
| 3M | -29.1% | +14.5% | -43.6% | -32.6% |
| 6M | -33.4% | +12.2% | -45.6% | -36.5% |
| YTD | +6.6% | +4.7% | +1.8% | +3.7% |
| 1Y | +6.5% | +2.8% | +3.7% | +4.2% |
| 3Y | +162.7% | +38.1% | +124.5% | +123.8% |
| 5Y | +214.2% | -23.6% | +237.8% | +220.0% |
| All | +214.2% | -25.4% | +239.7% | +220.0% |
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