+1,027.4%
CRDO vs CART
+21.6%
+1,005.8%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.3% | +5.2% | +4.2% |
| 7D | -26.7% | +1.0% | -27.8% | -27.0% |
| 30D | -24.1% | +12.6% | -36.7% | -26.3% |
| 3M | -21.6% | +23.1% | -44.7% | -25.7% |
| 6M | +66.3% | +39.5% | +26.8% | +51.7% |
| YTD | +18.5% | +13.5% | +5.0% | +13.6% |
| 1Y | +27.3% | +14.9% | +12.4% | +20.9% |
| All | +1,027.4% | +21.6% | +1,005.8% | +836.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling