+213.9%
CAT vs CHRW
+58.8%
+155.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | +7.4% | +7.3% | +0.2% | +5.8% |
| 30D | -19.7% | -3.6% | -16.1% | -19.2% |
| 3M | -29.6% | -9.6% | -20.0% | -28.5% |
| 6M | -33.2% | -17.0% | -16.2% | -31.5% |
| YTD | +5.7% | -15.4% | +21.1% | +6.8% |
| 1Y | +9.3% | -10.0% | +19.3% | +8.8% |
| 3Y | +158.3% | +82.2% | +76.2% | +108.6% |
| All | +213.9% | +58.8% | +155.2% | +162.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling