+333.5%
CAT vs USHY
+21.9%
+311.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.1% |
| 7D | +5.6% | 0.0% | +5.5% | +5.5% |
| 30D | -2.3% | 0.0% | -2.3% | -2.3% |
| 3M | -10.0% | +1.2% | -11.2% | -11.7% |
| 6M | +21.2% | +2.6% | +18.6% | +16.5% |
| YTD | +44.4% | +2.4% | +42.0% | +39.4% |
| 1Y | +96.3% | +4.2% | +92.1% | +84.3% |
| 3Y | +203.9% | +28.0% | +175.9% | +116.2% |
| 5Y | +333.5% | +21.8% | +311.7% | +226.5% |
| All | +333.5% | +21.9% | +311.6% | +226.5% |
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