+22.6%
CRCL vs CART
+10.8%
+11.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.1% | -0.7% |
| 7D | +17.1% | +1.0% | +16.1% | +16.7% |
| 30D | +61.3% | +12.6% | +48.7% | +54.8% |
| 3M | +12.7% | +23.1% | -10.4% | +4.9% |
| 6M | -3.1% | +39.5% | -42.6% | -13.7% |
| YTD | +28.7% | +13.5% | +15.1% | +17.8% |
| 1Y | -13.1% | +14.9% | -28.0% | -23.6% |
| All | +22.6% | +10.8% | +11.8% | +13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling