+657.9%
CAT vs CLX
+20.0%
+637.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | -10.3% | +13.6% | -23.9% | -11.3% |
| 30D | -31.2% | +23.4% | -54.6% | -32.5% |
| 3M | -34.7% | -2.8% | -31.8% | -34.5% |
| 6M | -39.5% | +14.0% | -53.5% | -40.4% |
| YTD | -1.7% | +4.2% | -5.8% | -2.1% |
| 1Y | -1.1% | -1.2% | 0.0% | -1.1% |
| 3Y | +143.9% | -12.7% | +156.5% | +145.9% |
| 5Y | +194.8% | -26.5% | +221.3% | +200.5% |
| All | +657.9% | +20.0% | +637.9% | +616.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling