+700.3%
CAT vs CHRW
+131.8%
+568.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.7% | -0.8% | +1.7% |
| 7D | +1.7% | -0.1% | +1.8% | +1.8% |
| 30D | -24.6% | -4.3% | -20.3% | -23.7% |
| 3M | -28.5% | -7.4% | -21.1% | -27.4% |
| 6M | -34.8% | -20.7% | -14.1% | -31.3% |
| YTD | +5.9% | -15.9% | +21.8% | +7.6% |
| 1Y | +6.8% | -9.9% | +16.7% | +5.8% |
| 3Y | +161.1% | +79.0% | +82.1% | +89.7% |
| 5Y | +213.4% | +61.3% | +152.1% | +128.8% |
| 10Y | +700.3% | +128.5% | +571.8% | +381.7% |
| All | +700.3% | +131.8% | +568.6% | +381.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 10y: compounded portfolio wealth divided by compounded CHRW 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…
10y analysis · Full analysis span regression · 6 months rolling