+688.6%
CAT vs CL
+88.0%
+600.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.8% | -2.6% | -1.3% |
| 7D | +7.4% | +3.2% | +4.2% | +6.7% |
| 30D | -19.7% | +8.0% | -27.7% | -21.3% |
| 3M | -29.6% | +7.9% | -37.5% | -31.1% |
| 6M | -33.2% | +14.7% | -47.9% | -36.1% |
| YTD | +5.7% | +29.2% | -23.5% | -2.8% |
| 1Y | +9.3% | +29.5% | -20.2% | +0.4% |
| 3Y | +158.3% | +40.7% | +117.7% | +122.2% |
| 5Y | +211.6% | +43.9% | +167.7% | +161.9% |
| All | +688.6% | +88.0% | +600.6% | +501.4% |
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