+42.2%
CAH vs CART
+35.4%
+6.8%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | +8.5% | +3.0% | +5.5% | +8.3% |
| 30D | +17.0% | +28.6% | -11.5% | +15.1% |
| 3M | +14.3% | +29.1% | -14.7% | +12.8% |
| 6M | +42.2% | +44.7% | -2.5% | +39.8% |
| All | +42.2% | +35.4% | +6.8% | +39.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling