+95.4%
CAT vs CLS
+47.9%
+47.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | +1.7% | +4.6% | -2.9% | +0.5% |
| 30D | -6.6% | -13.9% | +7.3% | -3.8% |
| 3M | -13.3% | -26.6% | +13.3% | -8.4% |
| 6M | +11.6% | +15.4% | -3.8% | +6.7% |
| YTD | +42.9% | +5.7% | +37.3% | +36.8% |
| 1Y | +95.4% | +41.1% | +54.3% | +86.8% |
| All | +95.4% | +47.9% | +47.5% | +86.8% |
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