+74.6%
CAT vs CRCL
-9.9%
+84.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.7% |
| 7D | +7.4% | -8.4% | +15.8% | +7.9% |
| 30D | -19.7% | -21.8% | +2.1% | -18.7% |
| 3M | -29.6% | -17.5% | -12.1% | -29.1% |
| 6M | -33.2% | -50.9% | +17.7% | -31.6% |
| YTD | +5.7% | -21.6% | +27.2% | +5.1% |
| 1Y | +9.3% | -24.5% | +33.8% | +8.8% |
| All | +74.6% | -9.9% | +84.5% | +76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 CRCL 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