+620.1%
CAT vs DOW
-15.4%
+635.6%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | +5.6% | -2.9% | +8.5% | +6.9% |
| 30D | -2.3% | +2.0% | -4.3% | -3.6% |
| 3M | -10.0% | -12.5% | +2.5% | -5.5% |
| 6M | +21.2% | -9.2% | +30.5% | +21.3% |
| YTD | +44.4% | +30.8% | +13.7% | +17.4% |
| 1Y | +96.3% | +29.4% | +66.9% | +57.3% |
| 3Y | +203.9% | -34.6% | +238.5% | +251.4% |
| 5Y | +333.5% | -35.9% | +369.4% | +403.5% |
| All | +620.1% | -15.4% | +635.6% | +557.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 10y: compounded portfolio wealth divided by compounded DOW 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…
10y analysis · Full analysis span regression · 6 months rolling