-37.6%
CRCL vs CART
+51.1%
-88.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | 0.0% | -3.8% | -3.8% |
| 7D | -13.6% | +0.3% | -13.9% | -13.6% |
| 30D | -23.1% | +22.4% | -45.5% | -30.0% |
| 3M | -3.1% | +15.6% | -18.7% | -9.5% |
| 6M | -42.8% | +44.9% | -87.7% | -51.3% |
| YTD | -18.1% | +30.0% | -48.0% | -35.2% |
| 1Y | -37.6% | +56.6% | -94.2% | -50.5% |
| All | -37.6% | +51.1% | -88.7% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 1y: compounded portfolio wealth divided by compounded CART 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…
1y analysis · Full analysis span regression · 6 months rolling