+192.1%
CAT vs CL
+43.3%
+148.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.1% | -6.3% | -6.4% |
| 7D | -14.5% | +5.9% | -20.4% | -14.3% |
| 30D | -35.7% | +13.8% | -49.5% | -35.6% |
| 3M | -36.3% | +6.4% | -42.7% | -36.1% |
| 6M | -38.5% | +15.6% | -54.2% | -38.7% |
| YTD | -2.5% | +27.9% | -30.4% | -3.3% |
| 1Y | -1.9% | +31.4% | -33.3% | -2.9% |
| 3Y | +139.2% | +41.4% | +97.8% | +124.7% |
| 5Y | +192.1% | +42.8% | +149.4% | +170.3% |
| All | +192.1% | +43.3% | +148.8% | +170.3% |
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