+108.8%
CAT vs CART
+38.4%
+70.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.9% |
| 7D | -10.3% | +3.0% | -13.3% | -10.5% |
| 30D | -31.2% | +28.6% | -59.8% | -32.5% |
| 3M | -34.7% | +29.1% | -63.7% | -36.1% |
| 6M | -39.5% | +44.7% | -84.2% | -41.5% |
| YTD | -1.7% | +29.2% | -30.9% | -4.1% |
| 1Y | -1.1% | +66.2% | -67.3% | -7.1% |
| 3Y | +143.9% | +112.8% | +31.0% | +118.6% |
| All | +108.8% | +38.4% | +70.5% | +86.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling