+25,808.1%
CAT vs DIS
+1,507.4%
+24,300.7%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.5% | +2.5% |
| 7D | +1.7% | -2.6% | +4.3% | +2.8% |
| 30D | -6.6% | +3.5% | -10.0% | -8.2% |
| 3M | -13.3% | +6.8% | -20.1% | -16.5% |
| 6M | +11.6% | +3.0% | +8.6% | +9.0% |
| YTD | +42.9% | -6.7% | +49.7% | +44.9% |
| 1Y | +95.4% | -10.1% | +105.5% | +100.6% |
| 3Y | +196.6% | +33.0% | +163.5% | +151.4% |
| 5Y | +321.7% | -40.0% | +361.6% | +390.5% |
| 10Y | +1,140.8% | +21.1% | +1,119.7% | +933.4% |
| All | +25,808.1% | +1,507.4% | +24,300.7% | +6,605.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling