+62.4%
CART vs COO
-7.7%
+70.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.9% | -4.3% | +0.8% |
| 7D | +1.4% | +8.4% | -7.1% | +0.3% |
| 30D | +29.7% | +13.5% | +16.2% | +27.5% |
| 3M | +29.7% | -13.8% | +43.5% | +32.2% |
| 6M | +36.8% | +4.7% | +32.1% | +37.5% |
| YTD | +31.7% | -21.4% | +53.1% | +40.1% |
| 1Y | +62.4% | -6.7% | +69.1% | +58.0% |
| All | +62.4% | -7.7% | +70.0% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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