+166.0%
CAT vs CLF
-27.6%
+193.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +7.0% | +0.2% | +5.8% |
| 7D | -2.4% | -14.1% | +11.7% | +0.5% |
| 30D | -25.0% | -5.5% | -19.5% | -24.5% |
| 3M | -28.7% | 0.0% | -28.7% | -29.3% |
| 6M | -33.0% | +11.3% | -44.2% | -35.4% |
| YTD | +5.4% | -7.7% | +13.1% | +3.8% |
| 1Y | +7.3% | +17.5% | -10.3% | +0.5% |
| 3Y | +166.0% | -25.4% | +191.5% | +157.8% |
| All | +166.0% | -27.6% | +193.6% | +157.8% |
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 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