+769.2%
CRDO vs CART
+40.2%
+729.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.7% | -6.6% | -6.1% |
| 7D | +9.1% | +1.3% | +7.8% | +8.9% |
| 30D | -26.6% | +19.2% | -45.8% | -29.1% |
| 3M | -50.6% | +17.6% | -68.1% | -52.3% |
| 6M | -30.6% | +47.4% | -77.9% | -36.8% |
| YTD | -8.6% | +30.9% | -39.5% | -14.9% |
| 1Y | -8.0% | +46.0% | -54.0% | -17.2% |
| 3Y | +704.3% | +130.3% | +574.0% | +566.5% |
| All | +769.2% | +40.2% | +729.0% | +600.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling