+111.6%
CART vs CP
+28.7%
+82.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.3% |
| 7D | +1.2% | +6.1% | -4.9% | -0.2% |
| 30D | +27.1% | +9.8% | +17.3% | +24.3% |
| 3M | +27.4% | +2.7% | +24.7% | +26.5% |
| 6M | +32.1% | +12.8% | +19.3% | +27.8% |
| YTD | +28.5% | +28.2% | +0.3% | +18.8% |
| 1Y | +58.8% | +34.1% | +24.7% | +44.2% |
| All | +111.6% | +28.7% | +82.9% | +82.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling