+141.7%
CAT vs CL
+41.3%
+100.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.1% | -6.3% | -6.4% |
| 7D | -14.5% | +5.9% | -20.4% | -13.3% |
| 30D | -35.7% | +13.8% | -49.5% | -33.9% |
| 3M | -36.3% | +6.4% | -42.7% | -35.2% |
| 6M | -38.5% | +15.6% | -54.2% | -36.7% |
| YTD | -2.5% | +27.9% | -30.4% | +2.1% |
| 1Y | -1.9% | +31.4% | -33.3% | +3.2% |
| All | +141.7% | +41.3% | +100.4% | +170.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling