+5.6%
CARR vs CART
+39.2%
-33.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | +2.2% | +1.2% | +1.0% | +2.1% |
| 30D | -0.8% | +17.8% | -18.6% | -2.3% |
| 3M | -13.4% | +20.7% | -34.1% | -15.0% |
| 6M | -16.4% | +49.7% | -66.1% | -19.8% |
| YTD | +4.5% | +30.0% | -25.5% | +1.5% |
| 1Y | -1.4% | +48.4% | -49.7% | -6.2% |
| 3Y | +10.0% | +132.0% | -122.0% | -2.5% |
| All | +5.6% | +39.2% | -33.6% | -6.8% |
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