-1.1%
CAT vs CCL
+13.2%
-14.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -10.3% | +3.1% | -13.4% | -11.2% |
| 30D | -31.2% | +13.7% | -44.9% | -34.0% |
| 3M | -34.7% | +3.8% | -38.5% | -35.5% |
| 6M | -39.5% | +9.3% | -48.7% | -41.5% |
| YTD | -1.7% | -1.1% | -0.6% | -5.1% |
| 1Y | -1.1% | +14.6% | -15.7% | -7.4% |
| All | -1.1% | +13.2% | -14.3% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling