-39.5%
CAT vs DOW
-15.7%
-23.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +0.6% |
| 7D | -10.3% | -9.5% | -0.8% | -12.2% |
| 30D | -31.2% | +13.1% | -44.3% | -28.8% |
| 3M | -34.7% | +4.8% | -39.5% | -33.3% |
| 6M | -39.5% | -16.7% | -22.8% | -36.0% |
| All | -39.5% | -15.7% | -23.8% | -36.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling