+326.0%
CAT vs CLS
+3,233.5%
-2,907.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | +1.7% | +4.6% | -2.9% | +0.6% |
| 30D | -6.6% | -13.9% | +7.3% | -4.0% |
| 3M | -13.3% | -26.6% | +13.3% | -8.5% |
| 6M | +11.6% | +15.4% | -3.8% | +6.0% |
| YTD | +42.9% | +5.7% | +37.3% | +36.7% |
| 1Y | +95.4% | +41.1% | +54.3% | +73.4% |
| 3Y | +196.6% | +1,228.6% | -1,032.0% | +36.7% |
| All | +326.0% | +3,233.5% | -2,907.5% | +43.5% |
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