+35.5%
CART vs CAI
-9.5%
+45.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.5% | +4.5% | +0.1% |
| 7D | +0.3% | -25.6% | +25.9% | +0.6% |
| 30D | +22.4% | -17.7% | +40.2% | +22.7% |
| 3M | +15.6% | +4.4% | +11.2% | +15.7% |
| 6M | +44.9% | +51.3% | -6.4% | +46.7% |
| YTD | +30.0% | -9.5% | +39.4% | +29.1% |
| 1Y | +56.6% | -1.5% | +58.1% | +56.0% |
| All | +35.5% | -9.5% | +45.1% | +31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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