-2.2%
CRDO vs CART
+4.1%
-6.3%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.3% | -5.8% | -4.5% |
| 7D | -2.4% | -8.7% | +6.3% | -2.7% |
| 30D | -35.3% | -4.4% | -30.9% | -35.4% |
| 3M | -32.6% | +14.6% | -47.2% | -32.7% |
| 6M | +42.7% | +24.4% | +18.3% | +43.3% |
| YTD | +11.4% | +5.0% | +6.4% | +11.5% |
| 1Y | -2.2% | +0.5% | -2.8% | -1.6% |
| All | -2.2% | +4.1% | -6.3% | -1.6% |
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