+1,134.9%
CAT vs CL
+50.5%
+1,084.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +2.1% |
| 7D | +1.7% | -2.2% | +3.9% | +2.3% |
| 30D | -6.6% | -4.8% | -1.7% | -5.4% |
| 3M | -13.3% | +4.9% | -18.2% | -15.0% |
| 6M | +11.6% | -5.7% | +17.3% | +12.7% |
| YTD | +42.9% | +14.4% | +28.6% | +36.0% |
| 1Y | +95.4% | +8.7% | +86.7% | +88.3% |
| 3Y | +196.6% | +30.0% | +166.6% | +159.3% |
| 5Y | +321.7% | +28.4% | +293.3% | +266.1% |
| All | +1,134.9% | +50.5% | +1,084.4% | +919.0% |
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