+143.9%
CAT vs CHRW
+63.9%
+79.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.3% |
| 7D | -10.3% | +0.6% | -10.9% | -10.4% |
| 30D | -31.2% | -7.3% | -23.9% | -30.4% |
| 3M | -34.7% | -14.2% | -20.5% | -33.2% |
| 6M | -39.5% | -25.1% | -14.4% | -37.0% |
| YTD | -1.7% | -21.2% | +19.5% | +0.4% |
| 1Y | -1.1% | -14.2% | +13.0% | -0.9% |
| 3Y | +143.9% | +63.5% | +80.3% | +114.3% |
| All | +143.9% | +63.9% | +79.9% | +114.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling