+426.5%
CAT vs USHY
+48.0%
+378.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.6% |
| 7D | +7.4% | -0.4% | +7.9% | +8.3% |
| 30D | -19.7% | +0.6% | -20.3% | -20.5% |
| 3M | -29.6% | -2.0% | -27.6% | -26.9% |
| 6M | -33.2% | -0.5% | -32.7% | -32.4% |
| YTD | +5.7% | +0.6% | +5.1% | +5.3% |
| 1Y | +9.3% | +2.1% | +7.2% | +6.2% |
| 3Y | +158.3% | +25.3% | +133.0% | +80.6% |
| 5Y | +211.6% | +19.7% | +191.9% | +138.0% |
| All | +426.5% | +48.0% | +378.5% | +181.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling