+71.5%
CART vs CRL
+49.1%
+22.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.1% | +1.7% | -1.8% |
| 7D | +1.2% | -16.8% | +18.0% | +3.7% |
| 30D | +27.1% | +2.6% | +24.5% | +26.3% |
| 3M | +27.4% | +20.1% | +7.4% | +23.9% |
| 6M | +32.1% | +68.8% | -36.7% | +22.0% |
| YTD | +28.5% | +56.9% | -28.4% | +19.4% |
| 1Y | +58.8% | +86.7% | -27.8% | +43.9% |
| 3Y | +114.8% | +72.1% | +42.7% | +84.7% |
| All | +71.5% | +49.1% | +22.3% | +44.7% |
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