+183.3%
CAT vs CHD
+30.9%
+152.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +0.8% |
| 7D | -10.3% | +2.0% | -12.3% | -10.2% |
| 30D | -31.2% | +13.0% | -44.2% | -30.8% |
| 3M | -34.7% | +6.1% | -40.8% | -34.4% |
| 6M | -39.5% | +15.9% | -55.3% | -39.2% |
| YTD | -1.7% | +31.6% | -33.3% | -1.0% |
| 1Y | -1.1% | +28.5% | -29.6% | -0.5% |
| 3Y | +143.9% | +30.5% | +113.4% | +143.9% |
| All | +183.3% | +30.9% | +152.3% | +168.7% |
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