+141.7%
CAT vs CLF
-34.5%
+176.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -12.2% | +5.9% | -3.9% |
| 7D | -14.5% | -21.0% | +6.5% | -10.5% |
| 30D | -35.7% | -8.0% | -27.7% | -34.9% |
| 3M | -36.3% | -10.9% | -25.4% | -35.3% |
| 6M | -38.5% | +5.8% | -44.4% | -40.2% |
| YTD | -2.5% | -15.1% | +12.6% | -2.4% |
| 1Y | -1.9% | +7.2% | -9.1% | -6.4% |
| All | +141.7% | -34.5% | +176.2% | +141.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling