+11.6%
CAT vs CNH
+21.0%
-9.3%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.0% | -2.3% | -0.2% |
| 7D | +1.7% | +23.3% | -21.6% | -8.6% |
| 30D | -6.6% | +33.5% | -40.0% | -19.9% |
| 3M | -13.3% | +32.7% | -46.0% | -25.6% |
| 6M | +11.6% | +22.2% | -10.6% | +0.5% |
| All | +11.6% | +21.0% | -9.3% | +0.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling