+3.6%
CARR vs CART
+39.2%
-35.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.8% |
| 7D | -3.3% | +1.5% | -4.8% | -3.5% |
| 30D | -3.6% | +22.4% | -26.0% | -5.4% |
| 3M | -16.3% | +16.5% | -32.9% | -17.6% |
| 6M | -19.6% | +44.9% | -64.5% | -22.5% |
| YTD | +2.5% | +30.0% | -27.4% | -0.5% |
| 1Y | -5.8% | +59.1% | -64.9% | -11.3% |
| 3Y | +10.2% | +138.8% | -128.6% | -2.4% |
| All | +3.6% | +39.2% | -35.6% | -8.6% |
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