+84.4%
CRH vs CART
+40.2%
+44.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -1.3% | +1.3% | -2.6% | -1.5% |
| 30D | +18.1% | +19.2% | -1.1% | +15.7% |
| 3M | -3.9% | +17.6% | -21.4% | -5.8% |
| 6M | -13.3% | +47.4% | -60.7% | -17.1% |
| YTD | -24.2% | +30.9% | -55.1% | -26.9% |
| 1Y | -14.9% | +46.0% | -60.9% | -19.2% |
| 3Y | +64.9% | +130.3% | -65.4% | +48.9% |
| All | +84.4% | +40.2% | +44.2% | +63.3% |
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 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