+19,095.1%
CAT vs CAH
+16,974.4%
+2,120.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.7% | +2.9% |
| 7D | +1.7% | +5.9% | -4.2% | +0.1% |
| 30D | -24.6% | +16.5% | -41.1% | -27.9% |
| 3M | -28.5% | +15.7% | -44.2% | -31.6% |
| 6M | -34.8% | +52.7% | -87.5% | -42.4% |
| YTD | +5.9% | +36.3% | -30.4% | -4.0% |
| 1Y | +6.8% | +36.7% | -29.9% | -3.3% |
| 3Y | +161.1% | +178.2% | -17.1% | +89.9% |
| 5Y | +213.4% | +515.8% | -302.3% | +80.5% |
| 10Y | +700.3% | +411.8% | +288.5% | +363.9% |
| All | +19,095.1% | +16,974.4% | +2,120.6% | +6,635.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling