+80.4%
CB vs CART
+41.0%
+39.4%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.6% | +0.5% | +2.1% |
| 7D | +5.3% | +1.4% | +3.9% | +5.2% |
| 30D | +13.2% | +29.7% | -16.5% | +12.9% |
| 3M | +7.8% | +29.7% | -22.0% | +7.5% |
| 6M | +15.8% | +36.8% | -21.0% | +15.4% |
| YTD | +21.0% | +31.7% | -10.7% | +20.7% |
| 1Y | +32.2% | +62.4% | -30.2% | +31.5% |
| 3Y | +76.7% | +120.1% | -43.4% | +76.0% |
| All | +80.4% | +41.0% | +39.4% | +79.4% |
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