+214.2%
CAT vs CRL
-13.0%
+227.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.2% | +0.7% |
| 7D | +9.3% | +8.9% | +0.4% | +7.2% |
| 30D | -21.5% | +14.0% | -35.5% | -23.9% |
| 3M | -29.1% | +19.8% | -48.9% | -32.1% |
| 6M | -33.4% | +102.0% | -135.4% | -43.9% |
| YTD | +6.6% | +70.8% | -64.3% | -7.6% |
| 1Y | +6.5% | +98.7% | -92.2% | -11.1% |
| 3Y | +162.7% | +98.2% | +64.5% | +112.3% |
| 5Y | +214.2% | -11.7% | +225.9% | +171.1% |
| All | +214.2% | -13.0% | +227.2% | +171.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling