+98.5%
CAT vs CHD
+3.6%
+94.9%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.1% | +0.6% |
| 7D | +5.6% | -2.9% | +8.5% | +4.9% |
| 30D | -2.3% | -6.2% | +3.9% | -3.5% |
| 3M | -10.0% | +1.6% | -11.6% | -9.7% |
| 6M | +21.2% | -3.5% | +24.8% | +20.9% |
| YTD | +44.4% | +16.2% | +28.2% | +51.4% |
| All | +98.5% | +3.6% | +94.9% | +107.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling