+222.5%
CAH vs CART
+38.4%
+184.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | +8.5% | +3.0% | +5.5% | +8.4% |
| 30D | +17.0% | +28.6% | -11.5% | +16.0% |
| 3M | +14.3% | +29.1% | -14.7% | +13.3% |
| 6M | +42.2% | +44.7% | -2.5% | +40.4% |
| YTD | +33.2% | +29.2% | +4.0% | +32.0% |
| 1Y | +38.2% | +66.2% | -27.9% | +35.7% |
| 3Y | +178.4% | +112.8% | +65.5% | +176.2% |
| All | +222.5% | +38.4% | +184.1% | +220.8% |
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 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