+151.6%
CAT vs CLS
+777.7%
-626.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.5% |
| 7D | -6.3% | -13.9% | +7.6% | -3.4% |
| 30D | -26.8% | -38.2% | +11.4% | -19.5% |
| 3M | -30.0% | -28.8% | -1.2% | -25.5% |
| 6M | -34.6% | -40.4% | +5.8% | -28.7% |
| YTD | +2.9% | -24.3% | +27.2% | +5.8% |
| 1Y | +3.3% | -35.0% | +38.3% | +8.4% |
| All | +151.6% | +777.7% | -626.1% | +41.1% |
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 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