+527.3%
CAT vs CLBK
+67.9%
+459.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +1.7% | +1.2% | +0.5% | +1.2% |
| 30D | -6.6% | +9.1% | -15.7% | -10.1% |
| 3M | -13.3% | +27.7% | -41.0% | -22.4% |
| 6M | +11.6% | +40.8% | -29.2% | -4.4% |
| YTD | +42.9% | +66.4% | -23.4% | +13.6% |
| 1Y | +95.4% | +72.4% | +23.1% | +51.8% |
| 3Y | +196.6% | +50.7% | +145.9% | +137.6% |
| 5Y | +321.7% | +42.9% | +278.7% | +214.3% |
| All | +527.3% | +67.9% | +459.4% | +342.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling