+356.6%
CRS vs CART
+39.2%
+317.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +0.6% | +9.1% | +9.6% |
| 7D | +4.9% | +1.5% | +3.4% | +4.8% |
| 30D | -20.8% | +22.4% | -43.2% | -23.1% |
| 3M | -46.4% | +16.5% | -63.0% | -47.7% |
| 6M | -28.6% | +44.9% | -73.4% | -32.8% |
| YTD | -2.8% | +30.0% | -32.8% | -7.3% |
| 1Y | -6.7% | +59.1% | -65.8% | -15.1% |
| 3Y | +368.0% | +138.8% | +229.2% | +305.8% |
| All | +356.6% | +39.2% | +317.4% | +299.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling