+17,564.5%
CAT vs CL
+5,456.9%
+12,107.6%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.1% | -6.3% | -6.3% |
| 7D | -14.5% | +5.9% | -20.4% | -16.3% |
| 30D | -35.7% | +13.8% | -49.5% | -38.8% |
| 3M | -36.3% | +6.4% | -42.7% | -38.0% |
| 6M | -38.5% | +15.6% | -54.2% | -42.4% |
| YTD | -2.5% | +27.9% | -30.4% | -12.3% |
| 1Y | -1.9% | +31.4% | -33.3% | -12.7% |
| 3Y | +139.2% | +41.4% | +97.8% | +102.2% |
| 5Y | +192.1% | +42.8% | +149.4% | +143.4% |
| 10Y | +732.3% | +79.7% | +652.6% | +522.8% |
| All | +17,564.5% | +5,456.9% | +12,107.6% | +4,064.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling