+75.3%
CB vs CART
+39.2%
+36.1%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | -1.5% | +1.5% | -3.0% | -1.5% |
| 30D | +6.5% | +22.4% | -15.9% | +6.3% |
| 3M | +4.1% | +16.5% | -12.5% | +3.9% |
| 6M | +14.4% | +44.9% | -30.5% | +13.9% |
| YTD | +17.5% | +30.0% | -12.5% | +17.2% |
| 1Y | +27.5% | +59.1% | -31.5% | +26.9% |
| 3Y | +71.6% | +138.8% | -67.2% | +70.5% |
| All | +75.3% | +39.2% | +36.1% | +74.3% |
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