-16.9%
CRDO vs CART
+61.3%
-78.2%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +1.6% | -11.1% | -9.3% |
| 7D | -21.4% | +1.4% | -22.8% | -21.3% |
| 30D | -35.8% | +29.7% | -65.4% | -33.8% |
| 3M | -42.6% | +29.7% | -72.4% | -41.2% |
| 6M | -24.2% | +36.8% | -61.0% | -21.9% |
| YTD | -5.1% | +31.7% | -36.8% | -3.5% |
| 1Y | -16.9% | +62.4% | -79.3% | -5.4% |
| All | -16.9% | +61.3% | -78.2% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling