+76.1%
CRH vs CART
+11.0%
+65.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -1.1% |
| 7D | -3.6% | -9.5% | +5.9% | -2.5% |
| 30D | -10.8% | -7.8% | -3.1% | -10.0% |
| 3M | -13.5% | +10.4% | -23.9% | -14.4% |
| 6M | -15.4% | +20.1% | -35.5% | -17.4% |
| YTD | -27.6% | +3.7% | -31.3% | -28.3% |
| 1Y | -18.4% | +2.6% | -21.0% | -19.2% |
| All | +76.1% | +11.0% | +65.0% | +60.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling