+143.9%
CAT vs CLS
+703.9%
-560.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -10.3% | -22.2% | +11.9% | -5.5% |
| 30D | -31.2% | -44.4% | +13.2% | -22.6% |
| 3M | -34.7% | -34.3% | -0.4% | -29.2% |
| 6M | -39.5% | -50.1% | +10.6% | -31.7% |
| YTD | -1.7% | -30.1% | +28.4% | +2.8% |
| 1Y | -1.1% | -39.3% | +38.2% | +5.3% |
| 3Y | +143.9% | +732.7% | -588.9% | +34.7% |
| All | +143.9% | +703.9% | -560.0% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling