+688.6%
CAT vs CHD
+196.1%
+492.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.3% | -1.0% |
| 7D | +7.4% | +3.6% | +3.8% | +7.0% |
| 30D | -19.7% | +10.4% | -30.1% | -20.6% |
| 3M | -29.6% | +12.2% | -41.8% | -30.6% |
| 6M | -33.2% | +19.9% | -53.1% | -34.8% |
| YTD | +5.7% | +36.4% | -30.8% | +1.2% |
| 1Y | +9.3% | +35.1% | -25.8% | +4.8% |
| 3Y | +158.3% | +29.2% | +129.1% | +146.2% |
| 5Y | +211.6% | +33.4% | +178.2% | +189.4% |
| All | +688.6% | +196.1% | +492.6% | +524.4% |
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