+76.0%
CB vs CART
+38.4%
+37.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.3% | -1.8% |
| 7D | +0.2% | +3.0% | -2.7% | +0.2% |
| 30D | +9.1% | +28.6% | -19.5% | +8.8% |
| 3M | +3.4% | +29.1% | -25.7% | +3.2% |
| 6M | +14.1% | +44.7% | -30.6% | +13.6% |
| YTD | +18.0% | +29.2% | -11.2% | +17.7% |
| 1Y | +30.1% | +66.2% | -36.0% | +29.4% |
| 3Y | +71.8% | +112.8% | -41.0% | +71.2% |
| All | +76.0% | +38.4% | +37.6% | +75.1% |
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