+212.3%
CAT vs CLS
+2,005.0%
-1,792.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.5% | -5.6% | +0.9% |
| 7D | +1.7% | +2.8% | -1.0% | +1.0% |
| 30D | -24.6% | -30.1% | +5.5% | -18.6% |
| 3M | -28.5% | -21.7% | -6.8% | -25.1% |
| 6M | -34.8% | -36.2% | +1.4% | -29.6% |
| YTD | +5.9% | -17.8% | +23.7% | +6.5% |
| 1Y | +6.8% | -26.8% | +33.6% | +9.2% |
| 3Y | +161.1% | +853.4% | -692.3% | +26.4% |
| All | +212.3% | +2,005.0% | -1,792.7% | +8.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling