+51.5%
CART vs CRL
+37.5%
+14.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.0% |
| 7D | +1.0% | -1.0% | +2.1% | +1.2% |
| 30D | +12.6% | +10.7% | +2.0% | +11.1% |
| 3M | +23.1% | +55.3% | -32.2% | +15.4% |
| 6M | +39.5% | +60.7% | -21.1% | +29.7% |
| YTD | +13.5% | +44.6% | -31.1% | +7.1% |
| 1Y | +14.9% | +77.7% | -62.9% | +4.9% |
| All | +51.5% | +37.5% | +14.1% | +29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling