+700.3%
CAT vs CL
+83.5%
+616.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | +1.7% | -0.8% | +2.5% | +1.9% |
| 30D | -24.6% | +9.5% | -34.1% | -26.4% |
| 3M | -28.5% | +6.8% | -35.3% | -29.9% |
| 6M | -34.8% | +14.3% | -49.1% | -37.6% |
| YTD | +5.9% | +26.3% | -20.4% | -2.0% |
| 1Y | +6.8% | +25.6% | -18.7% | -1.1% |
| 3Y | +161.1% | +38.5% | +122.6% | +125.3% |
| 5Y | +213.4% | +40.7% | +172.7% | +165.0% |
| 10Y | +700.3% | +83.1% | +617.3% | +514.9% |
| All | +700.3% | +83.5% | +616.8% | +514.9% |
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