+8.9%
CAT vs CLS
-28.7%
+37.6%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -9.1% | +3.8% | -2.9% |
| 7D | -17.1% | -21.1% | +4.0% | -11.9% |
| 30D | -30.1% | -38.2% | +8.1% | -21.5% |
| 3M | -32.4% | -36.3% | +3.9% | -25.1% |
| 6M | -32.1% | -43.8% | +11.7% | -23.6% |
| YTD | +4.1% | -20.0% | +24.1% | +5.6% |
| 1Y | +8.9% | -29.6% | +38.5% | +12.7% |
| All | +8.9% | -28.7% | +37.6% | +12.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 1y: compounded portfolio wealth divided by compounded CLS 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…
1y analysis · Full analysis span regression · 6 months rolling