+96.8%
CAT vs USHY
+4.0%
+92.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | 0.0% |
| 7D | +2.9% | -0.1% | +3.1% | +3.6% |
| 30D | -2.6% | 0.0% | -2.6% | -2.4% |
| 3M | -10.7% | +0.8% | -11.5% | -13.9% |
| 6M | +16.1% | +1.9% | +14.2% | +7.9% |
| YTD | +43.2% | +2.3% | +41.0% | +32.4% |
| 1Y | +96.8% | +4.1% | +92.7% | +71.0% |
| All | +96.8% | +4.0% | +92.8% | +71.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling