+25,808.1%
CAT vs CLX
+2,386.6%
+23,421.5%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.1% |
| 7D | +1.7% | -9.2% | +10.9% | +4.2% |
| 30D | -6.6% | -11.0% | +4.5% | -3.8% |
| 3M | -13.3% | +5.0% | -18.3% | -15.0% |
| 6M | +11.6% | -18.8% | +30.4% | +16.6% |
| YTD | +42.9% | -4.4% | +47.4% | +43.1% |
| 1Y | +95.4% | -21.9% | +117.3% | +105.3% |
| 3Y | +196.6% | -32.8% | +229.3% | +220.3% |
| 5Y | +321.7% | -34.6% | +356.2% | +348.4% |
| 10Y | +1,140.8% | -4.7% | +1,145.5% | +1,016.8% |
| All | +25,808.1% | +2,386.6% | +23,421.5% | +8,306.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling