+51.5%
CART vs COO
-17.4%
+68.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.0% |
| 7D | +1.0% | -2.2% | +3.3% | +1.4% |
| 30D | +12.6% | -7.0% | +19.6% | +13.9% |
| 3M | +23.1% | +12.2% | +10.9% | +20.9% |
| 6M | +39.5% | -15.1% | +54.6% | +43.6% |
| YTD | +13.5% | -15.1% | +28.6% | +16.8% |
| 1Y | +14.9% | +2.3% | +12.5% | +13.9% |
| All | +51.5% | -17.4% | +68.9% | +36.0% |
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 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