+17,723.7%
CAT vs CHD
+11,349.8%
+6,373.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.3% |
| 7D | -10.3% | +2.0% | -12.3% | -10.7% |
| 30D | -31.2% | +13.0% | -44.2% | -33.2% |
| 3M | -34.7% | +6.1% | -40.8% | -35.7% |
| 6M | -39.5% | +15.9% | -55.3% | -41.9% |
| YTD | -1.7% | +31.6% | -33.3% | -8.3% |
| 1Y | -1.1% | +28.5% | -29.6% | -7.3% |
| 3Y | +143.9% | +30.5% | +113.4% | +124.6% |
| 5Y | +194.8% | +30.7% | +164.1% | +167.4% |
| 10Y | +739.8% | +184.2% | +555.6% | +513.7% |
| All | +17,723.7% | +11,349.8% | +6,373.9% | +6,248.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling