+9.3%
CAT vs CHRW
-11.0%
+20.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | +7.4% | +7.3% | +0.2% | +6.3% |
| 30D | -19.7% | -3.6% | -16.1% | -19.5% |
| 3M | -29.6% | -9.6% | -20.0% | -28.9% |
| 6M | -33.2% | -17.0% | -16.2% | -32.4% |
| YTD | +5.7% | -15.4% | +21.1% | -3.5% |
| 1Y | +9.3% | -10.0% | +19.3% | -4.7% |
| All | +9.3% | -11.0% | +20.4% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling