+166.0%
CAT vs CNH
+32.9%
+133.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +10.9% | -3.7% | +2.2% |
| 7D | -2.4% | +8.6% | -11.0% | -6.0% |
| 30D | -25.0% | +12.6% | -37.6% | -29.3% |
| 3M | -28.7% | +17.5% | -46.2% | -35.4% |
| 6M | -33.0% | +18.1% | -51.1% | -39.7% |
| YTD | +5.4% | +40.4% | -35.0% | -13.3% |
| 1Y | +7.3% | +34.0% | -26.7% | -10.0% |
| 3Y | +166.0% | +35.3% | +130.7% | +119.3% |
| All | +166.0% | +32.9% | +133.1% | +119.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling