+326.0%
CAT vs CL
+28.4%
+297.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.7% |
| 7D | +1.7% | -2.2% | +3.9% | +1.7% |
| 30D | -6.6% | -4.8% | -1.7% | -6.5% |
| 3M | -13.3% | +4.9% | -18.2% | -13.8% |
| 6M | +11.6% | -5.7% | +17.3% | +11.7% |
| YTD | +42.9% | +14.4% | +28.6% | +41.3% |
| 1Y | +95.4% | +8.7% | +86.7% | +94.3% |
| 3Y | +196.6% | +30.0% | +166.6% | +174.9% |
| All | +326.0% | +28.4% | +297.6% | +288.4% |
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