+73.5%
CART vs CLBK
+55.0%
+18.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +0.3% | +2.4% | -2.2% | -0.2% |
| 30D | +22.4% | +4.9% | +17.5% | +21.2% |
| 3M | +15.6% | +5.3% | +10.4% | +14.2% |
| 6M | +44.9% | +28.3% | +16.6% | +36.7% |
| YTD | +30.0% | +61.1% | -31.1% | +16.4% |
| 1Y | +56.6% | +62.4% | -5.7% | +39.8% |
| 3Y | +131.9% | +54.7% | +77.3% | +108.7% |
| All | +73.5% | +55.0% | +18.5% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 CLBK 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