+148.2%
CAT vs CAH
+177.6%
-29.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.9% |
| 7D | -10.3% | +8.5% | -18.8% | -10.5% |
| 30D | -31.2% | +17.0% | -48.2% | -31.6% |
| 3M | -34.7% | +14.6% | -49.3% | -35.0% |
| 6M | -39.5% | +42.5% | -82.0% | -40.7% |
| YTD | -1.7% | +33.5% | -35.1% | -3.0% |
| 1Y | -1.1% | +38.5% | -39.7% | -2.8% |
| All | +148.2% | +177.6% | -29.4% | +137.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling