+25,808.1%
CAT vs CAH
+15,076.3%
+10,731.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.9% |
| 7D | +1.7% | +5.4% | -3.7% | +0.2% |
| 30D | -6.6% | +3.3% | -9.9% | -7.5% |
| 3M | -13.3% | +22.8% | -36.1% | -18.3% |
| 6M | +11.6% | +11.3% | +0.4% | +7.8% |
| YTD | +42.9% | +21.1% | +21.8% | +34.4% |
| 1Y | +95.4% | +67.2% | +28.2% | +66.7% |
| 3Y | +196.6% | +195.6% | +1.0% | +112.2% |
| 5Y | +321.7% | +413.8% | -92.2% | +156.2% |
| 10Y | +1,140.8% | +309.6% | +831.2% | +664.3% |
| All | +25,808.1% | +15,076.3% | +10,731.8% | +9,325.0% |
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