+14.3%
CARR vs CART
+14.3%
+0.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.0% | +5.0% | -0.5% |
| 7D | +3.2% | -4.1% | +7.3% | +3.6% |
| 30D | -7.7% | -4.3% | -3.3% | -7.3% |
| 3M | -11.9% | +13.1% | -25.0% | -13.1% |
| 6M | +2.0% | +26.0% | -24.0% | -1.1% |
| YTD | +13.2% | +6.7% | +6.4% | +11.9% |
| 1Y | -8.5% | +6.3% | -14.8% | -9.8% |
| All | +14.3% | +14.3% | +0.1% | +2.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling