+14.9%
CART vs CPB
-32.6%
+47.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.4% | +2.1% | -0.6% |
| 7D | +1.0% | -8.6% | +9.6% | +2.6% |
| 30D | +12.6% | -7.2% | +19.9% | +14.0% |
| 3M | +23.1% | +0.9% | +22.2% | +22.4% |
| 6M | +39.5% | -11.8% | +51.3% | +41.9% |
| YTD | +13.5% | -19.4% | +32.9% | +17.3% |
| 1Y | +14.9% | -30.4% | +45.2% | +23.9% |
| All | +14.9% | -32.6% | +47.5% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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