+10.9%
CARR vs CART
+135.4%
-124.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | +3.5% | +1.3% | +2.2% | +3.3% |
| 30D | +0.4% | +19.2% | -18.8% | -1.5% |
| 3M | -14.1% | +17.6% | -31.6% | -15.6% |
| 6M | -16.7% | +47.4% | -64.0% | -20.3% |
| YTD | +4.2% | +30.9% | -26.7% | +0.8% |
| 1Y | -0.2% | +46.0% | -46.2% | -5.3% |
| 3Y | +10.9% | +130.3% | -119.5% | -5.5% |
| All | +10.9% | +135.4% | -124.5% | -5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling