+201.5%
CAT vs CHRW
+78.9%
+122.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.5% |
| 7D | +1.7% | -1.4% | +3.1% | +2.0% |
| 30D | -6.6% | -3.5% | -3.1% | -6.0% |
| 3M | -13.3% | -19.4% | +6.1% | -10.1% |
| 6M | +11.6% | -21.4% | +33.0% | +15.9% |
| YTD | +42.9% | -7.1% | +50.1% | +42.3% |
| 1Y | +95.4% | +17.8% | +77.6% | +83.7% |
| All | +201.5% | +78.9% | +122.6% | +165.2% |
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