+17.5%
CRM vs CART
+14.3%
+3.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.0% | +2.1% | -2.7% |
| 7D | -3.5% | -4.1% | +0.6% | -2.6% |
| 30D | +29.3% | -4.3% | +33.6% | +30.4% |
| 3M | +36.8% | +13.1% | +23.7% | +33.2% |
| 6M | +23.9% | +26.0% | -2.1% | +18.1% |
| YTD | -5.5% | +6.7% | -12.2% | -7.8% |
| 1Y | -0.4% | +6.3% | -6.7% | -3.2% |
| All | +17.5% | +14.3% | +3.2% | +5.6% |
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