-35.5%
CAG vs CART
+38.4%
-73.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | +5.8% | +3.0% | +2.9% | +5.7% |
| 30D | +16.4% | +28.6% | -12.2% | +15.5% |
| 3M | +3.8% | +29.1% | -25.3% | +3.0% |
| 6M | +10.8% | +44.7% | -33.9% | +9.7% |
| YTD | -5.8% | +29.2% | -35.0% | -6.5% |
| 1Y | -2.4% | +66.2% | -68.5% | -3.9% |
| 3Y | -33.4% | +112.8% | -146.2% | -36.1% |
| All | -35.5% | +38.4% | -73.9% | -37.6% |
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