+51.5%
CART vs CG
+55.7%
-4.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.4% | -0.8% |
| 7D | +1.0% | -4.3% | +5.4% | +2.2% |
| 30D | +12.6% | -5.1% | +17.7% | +14.0% |
| 3M | +23.1% | +8.7% | +14.4% | +19.8% |
| 6M | +39.5% | -9.2% | +48.8% | +42.1% |
| YTD | +13.5% | -18.9% | +32.4% | +19.1% |
| 1Y | +14.9% | -25.6% | +40.5% | +22.8% |
| All | +51.5% | +55.7% | -4.2% | +3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling