+896.8%
CAT vs CNH
+42.8%
+854.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +2.0% |
| 7D | +1.7% | +6.7% | -4.9% | -1.5% |
| 30D | -24.6% | +7.2% | -31.8% | -27.5% |
| 3M | -28.5% | +17.5% | -46.0% | -35.5% |
| 6M | -34.8% | +15.0% | -49.8% | -40.8% |
| YTD | +5.9% | +36.8% | -30.9% | -12.3% |
| 1Y | +6.8% | +27.6% | -20.8% | -8.6% |
| 3Y | +161.1% | +34.3% | +126.8% | +111.3% |
| 5Y | +213.4% | -12.2% | +225.6% | +205.7% |
| 10Y | +700.3% | +113.9% | +586.5% | +390.9% |
| All | +896.8% | +42.8% | +854.0% | +540.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling