+674.0%
CAT vs CHD
+180.1%
+493.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.4% |
| 7D | -6.3% | +2.4% | -8.7% | -6.5% |
| 30D | -26.8% | +13.9% | -40.7% | -27.9% |
| 3M | -30.0% | +8.5% | -38.6% | -30.7% |
| 6M | -34.6% | +20.4% | -54.9% | -36.3% |
| YTD | +2.9% | +34.5% | -31.6% | -1.3% |
| 1Y | +3.3% | +33.8% | -30.5% | -0.9% |
| 3Y | +153.7% | +29.1% | +124.6% | +141.5% |
| 5Y | +207.3% | +31.2% | +176.1% | +186.0% |
| 10Y | +674.0% | +193.1% | +480.9% | +514.2% |
| All | +674.0% | +180.1% | +493.9% | +514.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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