+1,113.3%
CAT vs CRL
+251.0%
+862.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.4% | +2.2% |
| 7D | +1.7% | -1.0% | +2.7% | +2.0% |
| 30D | -6.6% | +10.7% | -17.2% | -9.4% |
| 3M | -13.3% | +55.3% | -68.6% | -24.4% |
| 6M | +11.6% | +60.7% | -49.0% | -4.8% |
| YTD | +42.9% | +44.6% | -1.7% | +25.2% |
| 1Y | +95.4% | +77.7% | +17.7% | +58.9% |
| 3Y | +196.6% | +37.6% | +159.0% | +149.7% |
| 5Y | +321.7% | -35.8% | +357.5% | +349.3% |
| All | +1,113.3% | +251.0% | +862.3% | +502.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling