+1,134.9%
CAT vs CNH
+162.8%
+972.1%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.0% | -2.3% | -0.4% |
| 7D | +1.7% | +23.3% | -21.6% | -9.5% |
| 30D | -6.6% | +33.5% | -40.0% | -20.9% |
| 3M | -13.3% | +32.7% | -46.0% | -26.6% |
| 6M | +11.6% | +22.2% | -10.6% | -1.6% |
| YTD | +42.9% | +57.7% | -14.7% | +9.5% |
| 1Y | +95.4% | +28.0% | +67.5% | +66.7% |
| 3Y | +196.6% | +11.5% | +185.1% | +163.2% |
| 5Y | +321.7% | +11.9% | +309.8% | +261.7% |
| All | +1,134.9% | +162.8% | +972.1% | +528.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling