+700.3%
CAT vs CLF
+83.8%
+616.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.2% | +0.7% | +2.4% |
| 7D | +1.7% | +2.3% | -0.6% | +1.1% |
| 30D | -24.6% | +1.9% | -26.5% | -25.3% |
| 3M | -28.5% | +5.9% | -34.4% | -30.2% |
| 6M | -34.8% | +16.9% | -51.7% | -38.4% |
| YTD | +5.9% | -1.1% | +7.0% | +2.2% |
| 1Y | +6.8% | +28.8% | -22.0% | -3.2% |
| 3Y | +161.1% | -20.6% | +181.7% | +145.7% |
| 5Y | +213.4% | -41.5% | +254.9% | +201.6% |
| 10Y | +700.3% | +87.5% | +612.8% | +405.3% |
| All | +700.3% | +83.8% | +616.5% | +405.3% |
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