+107.0%
CAT vs CART
+37.6%
+69.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.4% | -4.0% | -6.2% |
| 7D | -14.5% | +1.2% | -15.7% | -14.5% |
| 30D | -35.7% | +27.1% | -62.8% | -36.9% |
| 3M | -36.3% | +27.4% | -63.7% | -37.6% |
| 6M | -38.5% | +32.1% | -70.7% | -40.1% |
| YTD | -2.5% | +28.5% | -31.0% | -4.9% |
| 1Y | -1.9% | +58.8% | -60.7% | -7.3% |
| 3Y | +139.2% | +114.8% | +24.4% | +114.2% |
| All | +107.0% | +37.6% | +69.4% | +84.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling