+176.0%
CAH vs CART
+135.4%
+40.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | +0.2% |
| 7D | +5.9% | -0.6% | +6.5% | +5.9% |
| 30D | +16.5% | +23.1% | -6.5% | +15.8% |
| 3M | +15.7% | +19.2% | -3.4% | +15.0% |
| 6M | +52.7% | +45.7% | +7.0% | +50.9% |
| YTD | +36.3% | +30.9% | +5.4% | +35.2% |
| 1Y | +36.7% | +50.2% | -13.4% | +35.0% |
| All | +176.0% | +135.4% | +40.6% | +181.8% |
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