+336.0%
CRS vs CART
+40.2%
+295.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.3% | -2.8% |
| 7D | +4.8% | +1.3% | +3.5% | +4.6% |
| 30D | -23.2% | +19.2% | -42.3% | -25.1% |
| 3M | -45.5% | +17.6% | -63.1% | -46.9% |
| 6M | -33.1% | +47.4% | -80.5% | -37.3% |
| YTD | -7.2% | +30.9% | -38.1% | -11.6% |
| 1Y | -10.0% | +46.0% | -56.0% | -16.4% |
| 3Y | +332.3% | +130.3% | +202.0% | +275.7% |
| All | +336.0% | +40.2% | +295.8% | +281.5% |
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