+528.6%
CAT vs CLBK
+64.7%
+463.8%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.3% |
| 7D | +2.9% | -1.5% | +4.4% | +3.6% |
| 30D | -2.6% | +6.7% | -9.3% | -5.4% |
| 3M | -10.7% | +21.2% | -31.8% | -18.3% |
| 6M | +16.1% | +42.0% | -25.8% | -0.9% |
| YTD | +43.2% | +63.3% | -20.0% | +14.8% |
| 1Y | +96.8% | +65.4% | +31.4% | +55.7% |
| 3Y | +201.4% | +52.5% | +148.9% | +139.8% |
| 5Y | +332.7% | +42.0% | +290.7% | +222.2% |
| All | +528.6% | +64.7% | +463.8% | +346.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded CLBK 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling