+79.2%
CB vs CART
+37.6%
+41.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.7% |
| 7D | +2.6% | +1.2% | +1.4% | +2.6% |
| 30D | +11.2% | +27.1% | -15.9% | +10.9% |
| 3M | +5.7% | +27.4% | -21.7% | +5.5% |
| 6M | +15.9% | +32.1% | -16.2% | +15.6% |
| YTD | +20.2% | +28.5% | -8.3% | +19.9% |
| 1Y | +32.4% | +58.8% | -26.4% | +31.7% |
| 3Y | +75.5% | +114.8% | -39.3% | +74.8% |
| All | +79.2% | +37.6% | +41.6% | +78.3% |
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 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