+72.5%
CART vs COO
-26.0%
+98.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | +0.9% |
| 7D | +3.0% | +4.7% | -1.8% | +2.2% |
| 30D | +28.6% | +13.9% | +14.7% | +25.9% |
| 3M | +29.1% | -14.9% | +44.0% | +32.2% |
| 6M | +44.7% | +2.0% | +42.7% | +43.8% |
| YTD | +29.2% | -23.9% | +53.1% | +35.0% |
| 1Y | +66.2% | -9.6% | +75.8% | +68.1% |
| 3Y | +112.8% | -25.4% | +138.2% | +92.4% |
| All | +72.5% | -26.0% | +98.4% | +57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling