+725.3%
CAT vs CLF
+104.8%
+620.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.5% |
| 7D | -10.3% | -19.6% | +9.3% | -5.8% |
| 30D | -31.2% | -5.0% | -26.2% | -30.8% |
| 3M | -34.7% | -6.3% | -28.4% | -34.4% |
| 6M | -39.5% | +2.8% | -42.3% | -41.1% |
| YTD | -1.7% | -13.7% | +12.0% | -2.1% |
| 1Y | -1.1% | +13.6% | -14.7% | -7.9% |
| 3Y | +143.9% | -34.0% | +177.8% | +139.5% |
| 5Y | +194.8% | -48.7% | +243.5% | +192.3% |
| All | +725.3% | +104.8% | +620.6% | +396.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling