+688.6%
CAT vs CAH
+418.0%
+270.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.2% |
| 7D | +7.4% | +3.5% | +4.0% | +6.3% |
| 30D | -19.7% | +13.5% | -33.1% | -23.0% |
| 3M | -29.6% | +21.8% | -51.4% | -34.2% |
| 6M | -33.2% | +51.5% | -84.7% | -42.1% |
| YTD | +5.7% | +38.1% | -32.4% | -6.1% |
| 1Y | +9.3% | +37.7% | -28.4% | -2.8% |
| 3Y | +158.3% | +179.6% | -21.3% | +73.4% |
| 5Y | +211.6% | +504.9% | -293.4% | +52.7% |
| All | +688.6% | +418.0% | +270.7% | +267.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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