+9.3%
CAT vs CNH
+16.6%
-7.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | +7.4% | +3.0% | +4.4% | +6.0% |
| 30D | -19.7% | -0.6% | -19.1% | -19.7% |
| 3M | -29.6% | +14.6% | -44.2% | -35.9% |
| 6M | -33.2% | +11.8% | -45.0% | -38.6% |
| YTD | +5.7% | +30.4% | -24.8% | -9.4% |
| 1Y | +9.3% | +19.1% | -9.7% | -3.1% |
| All | +9.3% | +16.6% | -7.3% | -3.1% |
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