+6.3%
CART vs CNI
+29.6%
-23.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | 0.0% | -6.1% | -6.0% |
| 7D | -4.1% | +2.5% | -6.6% | -3.9% |
| 30D | -4.3% | -2.5% | -1.8% | -4.6% |
| 3M | +13.1% | +2.7% | +10.4% | +13.1% |
| 6M | +26.0% | +16.9% | +9.1% | +26.7% |
| YTD | +6.7% | +26.3% | -19.6% | +8.8% |
| 1Y | +6.3% | +31.1% | -24.8% | +7.4% |
| All | +6.3% | +29.6% | -23.3% | +7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling