+326.0%
CAT vs CLX
-34.6%
+360.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.8% |
| 7D | +1.7% | -9.2% | +10.9% | +2.5% |
| 30D | -6.6% | -11.0% | +4.5% | -5.7% |
| 3M | -13.3% | +5.0% | -18.3% | -14.0% |
| 6M | +11.6% | -18.8% | +30.4% | +13.7% |
| YTD | +42.9% | -4.4% | +47.4% | +43.7% |
| 1Y | +95.4% | -21.9% | +117.3% | +100.1% |
| 3Y | +196.6% | -32.8% | +229.3% | +206.8% |
| All | +326.0% | -34.6% | +360.6% | +336.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling