+1,126.0%
CAT vs CRL
+241.6%
+884.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.7% | +3.7% | +1.8% |
| 7D | +5.6% | -0.6% | +6.1% | +5.7% |
| 30D | -2.3% | +5.0% | -7.3% | -3.8% |
| 3M | -10.0% | +50.6% | -60.6% | -20.8% |
| 6M | +21.2% | +60.9% | -39.7% | +3.2% |
| YTD | +44.4% | +40.7% | +3.7% | +27.5% |
| 1Y | +96.3% | +73.3% | +23.0% | +60.8% |
| 3Y | +203.9% | +40.6% | +163.4% | +153.7% |
| 5Y | +333.5% | -37.0% | +370.5% | +363.7% |
| 10Y | +1,126.0% | +244.3% | +881.8% | +513.2% |
| All | +1,126.0% | +241.6% | +884.4% | +513.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CRL 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling