+71.5%
CART vs COO
-24.6%
+96.1%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.2% |
| 7D | +1.2% | +5.3% | -4.1% | +0.4% |
| 30D | +27.1% | +12.5% | +14.5% | +24.7% |
| 3M | +27.4% | -15.1% | +42.6% | +30.6% |
| 6M | +32.1% | +3.7% | +28.4% | +31.0% |
| YTD | +28.5% | -22.5% | +51.0% | +33.8% |
| 1Y | +58.8% | -7.8% | +66.6% | +60.1% |
| 3Y | +114.8% | -24.1% | +138.8% | +93.7% |
| All | +71.5% | -24.6% | +96.1% | +55.8% |
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