+18,766.1%
CAT vs CL
+5,460.8%
+13,305.3%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.3% | -8.5% | -6.4% |
| 7D | -17.1% | +7.7% | -24.8% | -19.4% |
| 30D | -30.1% | +15.2% | -45.4% | -33.8% |
| 3M | -32.4% | +7.3% | -39.7% | -34.4% |
| 6M | -32.1% | +17.0% | -49.1% | -36.7% |
| YTD | +4.1% | +28.0% | -23.9% | -6.3% |
| 1Y | +8.9% | +32.1% | -23.2% | -3.3% |
| 3Y | +155.5% | +41.5% | +114.0% | +115.9% |
| 5Y | +215.5% | +43.9% | +171.6% | +162.1% |
| 10Y | +788.9% | +79.8% | +709.1% | +565.0% |
| All | +18,766.1% | +5,460.8% | +13,305.3% | +4,347.0% |
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