+8.9%
CAT vs CLF
+12.5%
-3.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -9.2% | +4.0% | -3.5% |
| 7D | -17.1% | -7.9% | -9.2% | -15.9% |
| 30D | -30.1% | +5.2% | -35.4% | -31.0% |
| 3M | -32.4% | +4.3% | -36.7% | -33.4% |
| 6M | -32.1% | +25.3% | -57.4% | -35.4% |
| YTD | +4.1% | -3.3% | +7.4% | -0.1% |
| 1Y | +8.9% | +20.2% | -11.3% | +0.8% |
| All | +8.9% | +12.5% | -3.6% | +0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 1y: compounded portfolio wealth divided by compounded CLF 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…
1y analysis · Full analysis span regression · 6 months rolling