+17,723.7%
CAT vs CLX
+2,609.7%
+15,114.0%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -10.3% | +13.6% | -23.9% | -13.2% |
| 30D | -31.2% | +23.4% | -54.6% | -35.0% |
| 3M | -34.7% | -2.8% | -31.8% | -34.5% |
| 6M | -39.5% | +14.0% | -53.5% | -42.2% |
| YTD | -1.7% | +4.2% | -5.8% | -4.1% |
| 1Y | -1.1% | -1.2% | 0.0% | -2.4% |
| 3Y | +143.9% | -12.7% | +156.5% | +145.1% |
| 5Y | +194.8% | -26.5% | +221.3% | +202.8% |
| 10Y | +739.8% | +20.2% | +719.6% | +603.2% |
| All | +17,723.7% | +2,609.7% | +15,114.0% | +5,534.4% |
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