+613.7%
CAT vs USHY
+50.4%
+563.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.5% |
| 7D | +2.9% | -0.1% | +3.1% | +3.2% |
| 30D | -2.6% | 0.0% | -2.6% | -2.5% |
| 3M | -10.7% | +0.8% | -11.5% | -11.9% |
| 6M | +16.1% | +1.9% | +14.2% | +12.7% |
| YTD | +43.2% | +2.3% | +41.0% | +38.5% |
| 1Y | +96.8% | +4.1% | +92.7% | +84.5% |
| 3Y | +201.4% | +27.8% | +173.6% | +103.5% |
| 5Y | +332.7% | +21.5% | +311.2% | +221.8% |
| All | +613.7% | +50.4% | +563.3% | +270.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 10y: compounded portfolio wealth divided by compounded USHY 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…
10y analysis · Full analysis span regression · 6 months rolling