+158.9%
CAT vs CCL
+148.1%
+10.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | +1.7% | -1.5% | +3.3% | +2.3% |
| 30D | -24.6% | +16.5% | -41.0% | -28.1% |
| 3M | -28.5% | +11.2% | -39.7% | -31.1% |
| 6M | -34.8% | +22.6% | -57.4% | -39.4% |
| YTD | +5.9% | +2.6% | +3.3% | +2.7% |
| 1Y | +6.8% | +17.0% | -10.1% | -0.7% |
| All | +158.9% | +148.1% | +10.9% | +97.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling