+72.5%
CART vs CP
+19.1%
+53.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.0% |
| 7D | +3.0% | +2.8% | +0.2% | +2.3% |
| 30D | +28.6% | +10.2% | +18.3% | +25.6% |
| 3M | +29.1% | +2.4% | +26.7% | +28.2% |
| 6M | +44.7% | +7.7% | +37.1% | +41.7% |
| YTD | +29.2% | +26.0% | +3.2% | +19.9% |
| 1Y | +66.2% | +34.6% | +31.5% | +50.3% |
| 3Y | +112.8% | +26.7% | +86.1% | +86.1% |
| All | +72.5% | +19.1% | +53.4% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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