+73.5%
CART vs CRL
+68.3%
+5.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.7% | -4.1% | -0.1% |
| 7D | +1.5% | +4.4% | -2.9% | +0.8% |
| 30D | +22.4% | +17.1% | +5.3% | +19.4% |
| 3M | +16.5% | +32.1% | -15.6% | +11.7% |
| 6M | +44.9% | +98.9% | -54.0% | +30.6% |
| YTD | +30.0% | +77.1% | -47.2% | +18.7% |
| 1Y | +59.1% | +110.3% | -51.2% | +41.8% |
| 3Y | +138.8% | +108.5% | +30.3% | +97.4% |
| All | +73.5% | +68.3% | +5.1% | +43.9% |
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