+17,723.7%
CAT vs CAH
+16,621.8%
+1,101.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.5% |
| 7D | -10.3% | +8.5% | -18.8% | -12.4% |
| 30D | -31.2% | +17.0% | -48.2% | -34.3% |
| 3M | -34.7% | +14.6% | -49.3% | -37.3% |
| 6M | -39.5% | +42.5% | -82.0% | -45.5% |
| YTD | -1.7% | +33.5% | -35.1% | -10.3% |
| 1Y | -1.1% | +38.5% | -39.7% | -10.8% |
| 3Y | +143.9% | +179.0% | -35.1% | +77.1% |
| 5Y | +194.8% | +507.2% | -312.4% | +70.3% |
| 10Y | +739.8% | +448.9% | +290.8% | +378.4% |
| All | +17,723.7% | +16,621.8% | +1,101.9% | +6,189.3% |
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