+143.9%
CAT vs CLX
-10.2%
+154.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.9% |
| 7D | -10.3% | +13.6% | -23.9% | -10.7% |
| 30D | -31.2% | +23.4% | -54.6% | -31.9% |
| 3M | -34.7% | -2.8% | -31.8% | -34.3% |
| 6M | -39.5% | +14.0% | -53.5% | -40.1% |
| YTD | -1.7% | +4.2% | -5.8% | -0.6% |
| 1Y | -1.1% | -1.2% | 0.0% | +0.3% |
| 3Y | +143.9% | -12.7% | +156.5% | +152.4% |
| All | +143.9% | -10.2% | +154.1% | +152.4% |
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