+725.3%
CAT vs CLS
+1,628.1%
-902.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -10.3% | -22.2% | +11.9% | -4.6% |
| 30D | -31.2% | -44.4% | +13.2% | -20.9% |
| 3M | -34.7% | -34.3% | -0.4% | -28.3% |
| 6M | -39.5% | -50.1% | +10.6% | -30.1% |
| YTD | -1.7% | -30.1% | +28.4% | +2.6% |
| 1Y | -1.1% | -39.3% | +38.2% | +5.7% |
| 3Y | +143.9% | +732.7% | -588.9% | +15.4% |
| 5Y | +194.8% | +1,777.2% | -1,582.4% | +4.7% |
| All | +725.3% | +1,628.1% | -902.8% | +161.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling