+364.5%
CRWD vs CART
+112.9%
+251.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | -13.4% | +3.0% | -16.3% | -13.9% |
| 30D | -18.3% | +28.6% | -46.8% | -22.1% |
| 3M | +4.6% | +29.1% | -24.5% | -0.9% |
| 6M | +85.4% | +44.7% | +40.6% | +71.0% |
| YTD | +85.1% | +29.2% | +55.9% | +73.3% |
| 1Y | +62.9% | +66.2% | -3.2% | +45.5% |
| 3Y | +364.5% | +112.8% | +251.7% | +301.1% |
| All | +364.5% | +112.9% | +251.6% | +301.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling