-44.3%
CRCL vs CART
+35.4%
-79.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.5% |
| 7D | -6.4% | +3.0% | -9.4% | -7.3% |
| 30D | -16.0% | +28.6% | -44.6% | -25.4% |
| 3M | +7.3% | +29.1% | -21.8% | -4.1% |
| 6M | -44.3% | +44.7% | -89.0% | -52.0% |
| All | -44.3% | +35.4% | -79.7% | -52.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling