+712.5%
CAT vs CCL
-27.9%
+740.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.2% | +3.0% | +6.3% |
| 7D | -2.4% | +3.1% | -5.5% | -3.2% |
| 30D | -25.0% | +17.5% | -42.5% | -27.9% |
| 3M | -28.7% | +6.8% | -35.5% | -30.2% |
| 6M | -33.0% | +18.7% | -51.7% | -36.2% |
| YTD | +5.4% | +3.0% | +2.4% | +3.1% |
| 1Y | +7.3% | +17.7% | -10.5% | +1.5% |
| 3Y | +166.0% | +155.6% | +10.4% | +107.3% |
| 5Y | +210.1% | +30.2% | +179.9% | +159.3% |
| 10Y | +712.5% | -28.5% | +741.0% | +747.1% |
| All | +712.5% | -27.9% | +740.4% | +747.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 10y: compounded portfolio wealth divided by compounded CCL 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…
10y analysis · Full analysis span regression · 6 months rolling