+333.5%
CAT vs CHD
+21.8%
+311.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.1% | +1.0% |
| 7D | +5.6% | -2.9% | +8.5% | +5.5% |
| 30D | -2.3% | -6.2% | +3.9% | -2.5% |
| 3M | -10.0% | +1.6% | -11.6% | -10.0% |
| 6M | +21.2% | -3.5% | +24.8% | +21.3% |
| YTD | +44.4% | +16.2% | +28.2% | +44.5% |
| 1Y | +96.3% | +3.4% | +92.9% | +97.0% |
| 3Y | +203.9% | +4.6% | +199.3% | +204.1% |
| 5Y | +333.5% | +21.1% | +312.4% | +298.5% |
| All | +333.5% | +21.8% | +311.7% | +298.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling