+19,008.0%
CAT vs CHD
+11,557.1%
+7,450.8%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.8% | +5.4% | +6.8% |
| 7D | -2.4% | +0.8% | -3.2% | -2.6% |
| 30D | -25.0% | +13.5% | -38.5% | -27.2% |
| 3M | -28.7% | +8.1% | -36.9% | -30.1% |
| 6M | -33.0% | +19.9% | -52.9% | -36.1% |
| YTD | +5.4% | +34.0% | -28.6% | -2.0% |
| 1Y | +7.3% | +29.8% | -22.5% | +0.3% |
| 3Y | +166.0% | +28.7% | +137.3% | +146.0% |
| 5Y | +210.1% | +31.8% | +178.3% | +181.0% |
| 10Y | +712.5% | +178.2% | +534.3% | +497.5% |
| All | +19,008.0% | +11,557.1% | +7,450.8% | +6,680.6% |
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