+6,098.3%
CAT vs CLS
+3,265.4%
+2,832.9%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | +1.7% | +4.6% | -2.9% | +0.5% |
| 30D | -6.6% | -13.9% | +7.3% | -4.0% |
| 3M | -13.3% | -26.6% | +13.3% | -8.3% |
| 6M | +11.6% | +15.4% | -3.8% | +5.5% |
| YTD | +42.9% | +5.7% | +37.3% | +36.4% |
| 1Y | +95.4% | +41.1% | +54.3% | +72.0% |
| 3Y | +196.6% | +1,228.6% | -1,032.0% | +44.5% |
| 5Y | +321.7% | +3,240.6% | -2,919.0% | +62.1% |
| 10Y | +1,140.8% | +2,760.3% | -1,619.6% | +361.7% |
| All | +6,098.3% | +3,265.4% | +2,832.9% | +1,492.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling