+66.2%
CART vs CLBK
+60.8%
+5.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.4% |
| 7D | +3.0% | +0.6% | +2.3% | +2.9% |
| 30D | +28.6% | +2.9% | +25.7% | +28.0% |
| 3M | +29.1% | +3.0% | +26.1% | +28.5% |
| 6M | +44.7% | +27.3% | +17.4% | +38.7% |
| YTD | +29.2% | +58.0% | -28.8% | +21.1% |
| 1Y | +66.2% | +62.4% | +3.8% | +53.8% |
| All | +66.2% | +60.8% | +5.4% | +53.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling