-14.6%
CRH vs CART
+14.4%
-29.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.5% |
| 7D | -1.7% | +1.0% | -2.7% | -1.7% |
| 30D | -5.4% | +12.6% | -18.0% | -5.8% |
| 3M | -11.2% | +23.1% | -34.3% | -11.5% |
| 6M | -15.8% | +39.5% | -55.4% | -16.0% |
| YTD | -23.6% | +13.5% | -37.2% | -24.9% |
| 1Y | -14.6% | +14.9% | -29.5% | -16.4% |
| All | -14.6% | +14.4% | -29.0% | -16.4% |
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