+126.3%
CAT vs CART
+39.2%
+87.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.7% |
| 7D | +9.3% | +1.2% | +8.1% | +9.2% |
| 30D | -21.5% | +17.8% | -39.3% | -22.4% |
| 3M | -29.1% | +20.7% | -49.8% | -30.2% |
| 6M | -33.4% | +49.7% | -83.1% | -35.8% |
| YTD | +6.6% | +30.0% | -23.5% | +3.9% |
| 1Y | +6.5% | +48.4% | -41.9% | +1.8% |
| 3Y | +162.7% | +132.0% | +30.7% | +134.3% |
| All | +126.3% | +39.2% | +87.0% | +101.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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