+1,245.5%
CAT vs CNH
+64.7%
+1,180.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.0% | -2.3% | -0.3% |
| 7D | +1.7% | +23.3% | -21.6% | -8.9% |
| 30D | -6.6% | +33.5% | -40.0% | -20.1% |
| 3M | -13.3% | +32.7% | -46.0% | -25.8% |
| 6M | +11.6% | +22.2% | -10.6% | -0.8% |
| YTD | +42.9% | +57.7% | -14.7% | +11.4% |
| 1Y | +95.4% | +28.0% | +67.5% | +68.4% |
| 3Y | +196.6% | +11.5% | +185.1% | +165.7% |
| 5Y | +321.7% | +11.9% | +309.8% | +267.6% |
| 10Y | +1,140.8% | +162.8% | +978.0% | +598.6% |
| All | +1,245.5% | +64.7% | +1,180.8% | +713.2% |
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