+210.1%
CAT vs CL
+41.6%
+168.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.4% | +5.8% | +7.3% |
| 7D | -2.4% | +0.5% | -2.9% | -2.4% |
| 30D | -25.0% | +11.6% | -36.6% | -24.9% |
| 3M | -28.7% | +5.6% | -34.3% | -28.5% |
| 6M | -33.0% | +13.2% | -46.1% | -33.1% |
| YTD | +5.4% | +26.9% | -21.5% | +4.5% |
| 1Y | +7.3% | +27.3% | -20.1% | +6.2% |
| 3Y | +166.0% | +39.7% | +126.3% | +150.0% |
| 5Y | +210.1% | +41.3% | +168.8% | +186.4% |
| All | +210.1% | +41.6% | +168.5% | +186.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling