+316.1%
CRS vs CART
+38.4%
+277.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -1.7% | +3.0% | -4.6% | -2.0% |
| 30D | -28.8% | +28.6% | -57.4% | -31.4% |
| 3M | -50.0% | +29.1% | -79.1% | -52.0% |
| 6M | -39.2% | +44.7% | -83.9% | -42.9% |
| YTD | -11.4% | +29.2% | -40.6% | -15.4% |
| 1Y | -11.7% | +66.2% | -77.8% | -20.5% |
| 3Y | +319.6% | +112.8% | +206.8% | +266.6% |
| All | +316.1% | +38.4% | +277.8% | +264.7% |
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 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