+1,126.0%
CAT vs CLX
-3.9%
+1,130.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.2% |
| 7D | +5.6% | -3.5% | +9.1% | +5.9% |
| 30D | -2.3% | -11.9% | +9.5% | -1.2% |
| 3M | -10.0% | -2.6% | -7.4% | -10.0% |
| 6M | +21.2% | -18.2% | +39.4% | +23.4% |
| YTD | +44.4% | -5.9% | +50.4% | +45.1% |
| 1Y | +96.3% | -23.8% | +120.1% | +101.3% |
| 3Y | +203.9% | -33.6% | +237.5% | +214.9% |
| 5Y | +333.5% | -35.7% | +369.2% | +347.9% |
| 10Y | +1,126.0% | -2.5% | +1,128.6% | +1,068.0% |
| All | +1,126.0% | -3.9% | +1,130.0% | +1,068.0% |
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