+7.1%
CRM vs CART
+14.4%
-7.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.6% |
| 7D | +1.3% | +1.0% | +0.2% | +0.9% |
| 30D | +34.3% | +12.6% | +21.7% | +29.0% |
| 3M | +37.7% | +23.1% | +14.6% | +28.1% |
| 6M | +34.9% | +39.5% | -4.6% | +21.1% |
| YTD | -1.6% | +13.5% | -15.2% | -9.9% |
| 1Y | +7.1% | +14.9% | -7.7% | -3.7% |
| All | +7.1% | +14.4% | -7.3% | -3.7% |
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