+75.7%
CART vs COO
-23.5%
+99.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.9% | -4.3% | +0.6% |
| 7D | +1.4% | +8.4% | -7.1% | 0.0% |
| 30D | +29.7% | +13.5% | +16.2% | +27.0% |
| 3M | +29.7% | -13.8% | +43.5% | +32.6% |
| 6M | +36.8% | +4.7% | +32.1% | +35.4% |
| YTD | +31.7% | -21.4% | +53.1% | +36.8% |
| 1Y | +62.4% | -6.7% | +69.1% | +63.4% |
| 3Y | +120.1% | -23.0% | +143.1% | +98.1% |
| All | +75.7% | -23.5% | +99.2% | +59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling