+674.0%
CAT vs CNH
+107.8%
+566.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.4% | +2.0% | -0.1% |
| 7D | -6.3% | +4.5% | -10.8% | -8.5% |
| 30D | -26.8% | +7.6% | -34.4% | -30.0% |
| 3M | -30.0% | +17.0% | -47.0% | -37.2% |
| 6M | -34.6% | +12.9% | -47.5% | -40.5% |
| YTD | +2.9% | +34.3% | -31.3% | -15.1% |
| 1Y | +3.3% | +28.5% | -25.3% | -13.0% |
| 3Y | +153.7% | +31.9% | +121.8% | +103.3% |
| 5Y | +207.3% | -9.6% | +216.9% | +192.6% |
| 10Y | +674.0% | +106.3% | +567.7% | +380.5% |
| All | +674.0% | +107.8% | +566.2% | +380.5% |
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