+693.0%
CAT vs CLS
+1,734.7%
-1,041.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +7.9% | -0.7% | +5.2% |
| 7D | -2.4% | -10.6% | +8.2% | +0.3% |
| 30D | -25.0% | -38.4% | +13.4% | -15.9% |
| 3M | -28.7% | -29.9% | +1.1% | -23.0% |
| 6M | -33.0% | -40.6% | +7.7% | -25.8% |
| YTD | +5.4% | -24.6% | +30.0% | +8.0% |
| 1Y | +7.3% | -30.8% | +38.1% | +11.0% |
| 3Y | +166.0% | +811.7% | -645.7% | +22.9% |
| 5Y | +210.1% | +1,838.4% | -1,628.3% | +9.4% |
| All | +693.0% | +1,734.7% | -1,041.8% | +144.1% |
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