+66.2%
CART vs CP
+32.2%
+34.0%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +0.5% |
| 7D | +3.0% | +2.8% | +0.2% | +3.1% |
| 30D | +28.6% | +10.2% | +18.3% | +29.2% |
| 3M | +29.1% | +2.4% | +26.7% | +29.1% |
| 6M | +44.7% | +7.7% | +37.1% | +45.8% |
| YTD | +29.2% | +26.0% | +3.2% | +32.4% |
| 1Y | +66.2% | +34.6% | +31.5% | +62.6% |
| All | +66.2% | +32.2% | +34.0% | +62.6% |
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