+6.8%
CAT vs CNH
+31.1%
-24.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +2.1% |
| 7D | +1.7% | +6.7% | -4.9% | -1.0% |
| 30D | -24.6% | +7.2% | -31.8% | -27.0% |
| 3M | -28.5% | +17.5% | -46.0% | -35.3% |
| 6M | -34.8% | +15.0% | -49.8% | -40.6% |
| YTD | +5.9% | +36.8% | -30.9% | -11.0% |
| 1Y | +6.8% | +27.6% | -20.8% | -7.9% |
| All | +6.8% | +31.1% | -24.3% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling