+183.3%
CAT vs CNH
-14.7%
+197.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | -0.5% |
| 7D | -10.3% | -1.7% | -8.6% | -9.5% |
| 30D | -31.2% | -7.2% | -24.0% | -29.0% |
| 3M | -34.7% | +6.5% | -41.2% | -38.2% |
| 6M | -39.5% | +7.9% | -47.3% | -43.5% |
| YTD | -1.7% | +26.6% | -28.2% | -16.0% |
| 1Y | -1.1% | +13.8% | -14.9% | -11.0% |
| 3Y | +143.9% | +9.2% | +134.7% | +116.1% |
| All | +183.3% | -14.7% | +197.9% | +172.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling