+407.6%
CRWD vs CART
+14.3%
+393.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.0% | +4.6% | -0.4% |
| 7D | -2.3% | -4.1% | +1.7% | -1.7% |
| 30D | -2.1% | -4.3% | +2.3% | -1.4% |
| 3M | +27.5% | +13.1% | +14.4% | +24.2% |
| 6M | +95.8% | +26.0% | +69.8% | +86.4% |
| YTD | +79.2% | +6.7% | +72.5% | +74.8% |
| 1Y | +96.3% | +6.3% | +90.0% | +90.7% |
| All | +407.6% | +14.3% | +393.3% | +352.3% |
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