+712.5%
CAT vs CRL
+400.8%
+311.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +4.7% | +2.5% | +5.8% |
| 7D | -2.4% | +4.4% | -6.8% | -3.6% |
| 30D | -25.0% | +17.1% | -42.1% | -28.5% |
| 3M | -28.7% | +32.1% | -60.8% | -34.6% |
| 6M | -33.0% | +98.9% | -131.9% | -46.1% |
| YTD | +5.4% | +77.1% | -71.7% | -13.2% |
| 1Y | +7.3% | +110.3% | -103.0% | -16.4% |
| 3Y | +166.0% | +108.5% | +57.5% | +96.9% |
| 5Y | +210.1% | -7.9% | +218.0% | +192.4% |
| 10Y | +712.5% | +368.9% | +343.6% | +313.0% |
| All | +712.5% | +400.8% | +311.7% | +313.0% |
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