+96.3%
CAT vs DOW
+27.5%
+68.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | +5.6% | -2.9% | +8.5% | +5.7% |
| 30D | -2.3% | +2.0% | -4.3% | -2.4% |
| 3M | -10.0% | -12.5% | +2.5% | -9.0% |
| 6M | +21.2% | -9.2% | +30.5% | +19.3% |
| YTD | +44.4% | +30.8% | +13.7% | +31.5% |
| 1Y | +96.3% | +29.4% | +66.9% | +78.5% |
| All | +96.3% | +27.5% | +68.8% | +78.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling