+73.5%
CART vs COO
-26.2%
+99.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | +1.2% | -2.1% | +3.3% | +1.5% |
| 30D | +17.8% | +13.9% | +3.9% | +15.3% |
| 3M | +20.7% | -18.9% | +39.7% | +24.6% |
| 6M | +49.7% | +3.7% | +46.0% | +48.4% |
| YTD | +30.0% | -24.1% | +54.1% | +35.9% |
| 1Y | +48.4% | -14.2% | +62.6% | +51.5% |
| 3Y | +132.0% | -24.5% | +156.4% | +104.7% |
| All | +73.5% | -26.2% | +99.7% | +58.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling