+725.3%
CAT vs CL
+74.1%
+651.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.4% |
| 7D | -10.3% | +1.3% | -11.6% | -10.6% |
| 30D | -31.2% | +11.4% | -42.5% | -33.1% |
| 3M | -34.7% | +4.4% | -39.1% | -35.5% |
| 6M | -39.5% | +10.8% | -50.3% | -41.6% |
| YTD | -1.7% | +25.1% | -26.8% | -8.6% |
| 1Y | -1.1% | +28.0% | -29.1% | -8.9% |
| 3Y | +143.9% | +37.6% | +106.2% | +111.4% |
| 5Y | +194.8% | +39.7% | +155.1% | +150.7% |
| All | +725.3% | +74.1% | +651.3% | +531.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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