+95.4%
CAT vs IJH
+18.2%
+77.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.5% |
| 7D | +1.7% | +0.1% | +1.6% | +1.5% |
| 30D | -6.6% | -1.5% | -5.1% | -4.2% |
| 3M | -13.3% | +0.8% | -14.1% | -13.6% |
| 6M | +11.6% | +7.6% | +4.1% | +1.6% |
| YTD | +42.9% | +15.5% | +27.5% | +20.6% |
| 1Y | +95.4% | +16.9% | +78.5% | +65.1% |
| All | +95.4% | +18.2% | +77.2% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 1y: compounded portfolio wealth divided by compounded IJH 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…
1y analysis · Full analysis span regression · 6 months rolling