+15.2%
CRM vs CART
+11.0%
+4.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.8% | +0.8% | -1.4% |
| 7D | -5.0% | -9.5% | +4.5% | -3.0% |
| 30D | +23.6% | -7.8% | +31.4% | +25.6% |
| 3M | +39.6% | +10.4% | +29.2% | +36.6% |
| 6M | +23.4% | +20.1% | +3.4% | +18.8% |
| YTD | -7.4% | +3.7% | -11.1% | -9.1% |
| 1Y | -2.3% | +2.6% | -4.9% | -4.4% |
| All | +15.2% | +11.0% | +4.1% | +4.1% |
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