+5,489.3%
CAT vs CHRW
+4,173.0%
+1,316.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.3% |
| 7D | +1.7% | -1.4% | +3.1% | +2.2% |
| 30D | -6.6% | -3.5% | -3.1% | -5.6% |
| 3M | -13.3% | -19.4% | +6.1% | -7.7% |
| 6M | +11.6% | -21.4% | +33.0% | +19.1% |
| YTD | +42.9% | -7.1% | +50.1% | +42.5% |
| 1Y | +95.4% | +17.8% | +77.6% | +77.1% |
| 3Y | +196.6% | +78.8% | +117.8% | +123.9% |
| 5Y | +321.7% | +83.5% | +238.1% | +207.2% |
| 10Y | +1,140.8% | +160.2% | +980.6% | +678.9% |
| All | +5,489.3% | +4,173.0% | +1,316.3% | +1,639.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling