+210.1%
CAT vs CLBK
+28.0%
+182.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +2.2% | +5.0% | +6.6% |
| 7D | -2.4% | +1.8% | -4.2% | -2.9% |
| 30D | -25.0% | +5.1% | -30.1% | -26.1% |
| 3M | -28.7% | +5.2% | -33.9% | -29.8% |
| 6M | -33.0% | +28.6% | -61.6% | -38.0% |
| YTD | +5.4% | +61.4% | -56.0% | -8.8% |
| 1Y | +7.3% | +64.7% | -57.4% | -7.8% |
| 3Y | +166.0% | +55.1% | +110.9% | +129.3% |
| 5Y | +210.1% | +28.4% | +181.7% | +160.6% |
| All | +210.1% | +28.0% | +182.1% | +160.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling