+17,723.7%
CAT vs CCL
+1,055.2%
+16,668.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -10.3% | +3.1% | -13.4% | -11.3% |
| 30D | -31.2% | +13.7% | -44.9% | -33.8% |
| 3M | -34.7% | +3.8% | -38.5% | -35.8% |
| 6M | -39.5% | +9.3% | -48.7% | -41.7% |
| YTD | -1.7% | -1.1% | -0.6% | -3.3% |
| 1Y | -1.1% | +14.6% | -15.7% | -7.0% |
| 3Y | +143.9% | +146.4% | -2.5% | +79.1% |
| 5Y | +194.8% | +21.9% | +172.9% | +137.2% |
| 10Y | +739.8% | -29.4% | +769.2% | +545.8% |
| All | +17,723.7% | +1,055.2% | +16,668.6% | +5,780.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling