+326.0%
CAT vs DOW
-37.6%
+363.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.8% | +2.9% |
| 7D | +1.7% | -2.4% | +4.1% | +2.6% |
| 30D | -6.6% | +0.4% | -6.9% | -7.0% |
| 3M | -13.3% | -14.4% | +1.1% | -8.6% |
| 6M | +11.6% | -7.0% | +18.6% | +9.7% |
| YTD | +42.9% | +30.2% | +12.7% | +17.1% |
| 1Y | +95.4% | +29.2% | +66.2% | +57.9% |
| 3Y | +196.6% | -36.7% | +233.3% | +274.2% |
| All | +326.0% | -37.6% | +363.5% | +434.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling