+158.9%
CAT vs CRL
+100.7%
+58.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.8% | +3.1% |
| 7D | +1.7% | +5.0% | -3.3% | +0.6% |
| 30D | -24.6% | +13.5% | -38.1% | -26.8% |
| 3M | -28.5% | +21.5% | -50.0% | -31.8% |
| 6M | -34.8% | +103.4% | -138.2% | -45.4% |
| YTD | +5.9% | +71.8% | -65.9% | -8.3% |
| 1Y | +6.8% | +97.5% | -90.7% | -11.1% |
| All | +158.9% | +100.7% | +58.3% | +104.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling