+5.9%
CAT vs CL
+26.3%
-20.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | +1.7% | -0.8% | +2.5% | +1.5% |
| 30D | -24.6% | +9.5% | -34.1% | -22.5% |
| 3M | -28.5% | +6.8% | -35.3% | -26.8% |
| 6M | -34.8% | +14.3% | -49.1% | -33.0% |
| YTD | +5.9% | +27.0% | -21.1% | +11.6% |
| All | +5.9% | +26.3% | -20.5% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling