+8.9%
CRCL vs CART
+5.7%
+3.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.2% | -2.8% | -0.8% |
| 7D | -11.2% | -4.6% | -6.6% | -9.7% |
| 30D | +27.1% | +0.6% | +26.5% | +27.0% |
| 3M | +9.6% | +16.3% | -6.7% | +4.1% |
| 6M | -19.7% | +32.1% | -51.8% | -27.1% |
| YTD | +14.2% | +8.3% | +5.9% | +6.3% |
| 1Y | -32.2% | +6.1% | -38.3% | -38.7% |
| All | +8.9% | +5.7% | +3.1% | +2.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling