+137.4%
CART vs CG
+42.6%
+94.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.2% | +0.7% |
| 7D | +3.0% | -1.2% | +4.2% | +3.2% |
| 30D | +28.6% | +5.0% | +23.5% | +26.8% |
| 3M | +29.1% | -18.2% | +47.3% | +35.2% |
| 6M | +44.7% | -20.7% | +65.4% | +52.3% |
| YTD | +29.2% | -31.4% | +60.6% | +40.6% |
| 1Y | +66.2% | -22.3% | +88.4% | +74.7% |
| All | +137.4% | +42.6% | +94.8% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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