+25,808.1%
CAT vs CLF
+714.0%
+25,094.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.3% |
| 7D | +1.7% | +7.6% | -5.9% | -0.1% |
| 30D | -6.6% | -1.2% | -5.4% | -6.4% |
| 3M | -13.3% | -13.4% | +0.1% | -11.2% |
| 6M | +11.6% | +15.4% | -3.8% | +6.0% |
| YTD | +42.9% | -5.9% | +48.8% | +40.8% |
| 1Y | +95.4% | +18.8% | +76.6% | +78.6% |
| 3Y | +196.6% | -19.4% | +216.0% | +179.0% |
| 5Y | +321.7% | -47.7% | +369.4% | +317.6% |
| 10Y | +1,140.8% | +130.4% | +1,010.4% | +617.2% |
| All | +25,808.1% | +714.0% | +25,094.0% | +6,813.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling