+158.3%
CAT vs CLX
-6.4%
+164.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.2% | -2.0% | -0.9% |
| 7D | +7.4% | +9.5% | -2.1% | +7.0% |
| 30D | -19.7% | +30.7% | -50.4% | -20.6% |
| 3M | -29.6% | +4.2% | -33.8% | -29.4% |
| 6M | -33.2% | +22.1% | -55.3% | -34.0% |
| YTD | +5.7% | +14.1% | -8.4% | +6.4% |
| 1Y | +9.3% | +10.3% | -1.0% | +10.4% |
| 3Y | +158.3% | -7.8% | +166.1% | +164.8% |
| All | +158.3% | -6.4% | +164.7% | +164.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling