-21.8%
CRH vs CART
+5.1%
-26.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.2% | -2.1% | +0.8% |
| 7D | -6.1% | -4.6% | -1.5% | -5.8% |
| 30D | -9.3% | +0.6% | -9.8% | -9.3% |
| 3M | -15.2% | +16.3% | -31.5% | -15.4% |
| 6M | -14.2% | +32.1% | -46.3% | -14.3% |
| YTD | -28.3% | +8.3% | -36.6% | -29.3% |
| 1Y | -21.8% | +6.1% | -27.9% | -23.4% |
| All | -21.8% | +5.1% | -26.9% | -23.4% |
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