-35.3%
CAG vs CART
+21.6%
-56.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.9% |
| 7D | -3.8% | +1.0% | -4.8% | -3.8% |
| 30D | +3.1% | +12.6% | -9.5% | +2.8% |
| 3M | +23.5% | +23.1% | +0.4% | +22.8% |
| 6M | -14.8% | +39.5% | -54.4% | -15.5% |
| YTD | -5.4% | +13.5% | -19.0% | -5.7% |
| 1Y | -11.8% | +14.9% | -26.7% | -12.3% |
| All | -35.3% | +21.6% | -56.9% | -37.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling