+25,808.1%
CAT vs CHD
+10,220.8%
+15,587.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.7% |
| 7D | +1.7% | -2.7% | +4.4% | +2.3% |
| 30D | -6.6% | -4.6% | -1.9% | -5.7% |
| 3M | -13.3% | +5.0% | -18.3% | -14.6% |
| 6M | +11.6% | -3.2% | +14.8% | +11.9% |
| YTD | +42.9% | +18.6% | +24.3% | +36.7% |
| 1Y | +95.4% | +4.8% | +90.6% | +91.6% |
| 3Y | +196.6% | +6.1% | +190.5% | +186.5% |
| 5Y | +321.7% | +24.0% | +297.7% | +287.3% |
| 10Y | +1,140.8% | +124.5% | +1,016.3% | +859.6% |
| All | +25,808.1% | +10,220.8% | +15,587.3% | +9,361.2% |
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