+46.0%
CART vs CP
+31.6%
+14.4%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.6% |
| 7D | +1.3% | +2.1% | -0.9% | +1.4% |
| 30D | +19.2% | +9.3% | +9.8% | +19.9% |
| 3M | +17.6% | +0.5% | +17.1% | +17.2% |
| 6M | +47.4% | +10.4% | +36.9% | +49.1% |
| YTD | +30.9% | +28.7% | +2.2% | +36.0% |
| 1Y | +46.0% | +33.2% | +12.8% | +52.9% |
| All | +46.0% | +31.6% | +14.4% | +52.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling