-33.4%
CAT vs USHY
-0.3%
-33.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +2.1% |
| 7D | +9.3% | -0.3% | +9.6% | +10.7% |
| 30D | -21.5% | +0.3% | -21.8% | -22.0% |
| 3M | -29.1% | -1.7% | -27.4% | -23.2% |
| 6M | -33.4% | -0.4% | -33.0% | -33.3% |
| All | -33.4% | -0.3% | -33.0% | -33.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling