+66.2%
CART vs CAI
-15.9%
+82.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.1% | +3.6% | +0.7% |
| 7D | +3.0% | -26.5% | +29.5% | +3.8% |
| 30D | +28.6% | -6.9% | +35.5% | +28.9% |
| 3M | +29.1% | +26.1% | +2.9% | +28.2% |
| 6M | +44.7% | +31.9% | +12.8% | +44.2% |
| YTD | +29.2% | -6.5% | +35.7% | +29.2% |
| 1Y | +66.2% | +2.5% | +63.6% | +60.6% |
| All | +66.2% | -15.9% | +82.0% | +60.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling