+74.7%
CART vs CNI
+16.8%
+57.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.8% |
| 7D | +1.3% | +2.5% | -1.2% | +0.6% |
| 30D | +19.2% | +6.1% | +13.1% | +17.3% |
| 3M | +17.6% | +0.1% | +17.4% | +17.4% |
| 6M | +47.4% | +14.9% | +32.4% | +41.2% |
| YTD | +30.9% | +30.9% | 0.0% | +18.9% |
| 1Y | +46.0% | +33.9% | +12.1% | +31.2% |
| 3Y | +130.3% | +20.2% | +110.1% | +101.3% |
| All | +74.7% | +16.8% | +57.9% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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