+213.4%
CAT vs USHY
+20.1%
+193.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.7% |
| 7D | +1.7% | -0.2% | +2.0% | +2.2% |
| 30D | -24.6% | +0.5% | -25.0% | -25.1% |
| 3M | -28.5% | -1.2% | -27.3% | -27.0% |
| 6M | -34.8% | -0.1% | -34.7% | -34.5% |
| YTD | +5.9% | +1.1% | +4.8% | +4.7% |
| 1Y | +6.8% | +2.0% | +4.8% | +4.2% |
| 3Y | +161.1% | +25.8% | +135.3% | +91.6% |
| 5Y | +213.4% | +20.4% | +193.1% | +134.2% |
| All | +213.4% | +20.1% | +193.3% | +134.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling