+64.2%
CB vs CART
+21.6%
+42.6%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.7% | -1.9% |
| 7D | +0.5% | +1.0% | -0.6% | +0.5% |
| 30D | -3.1% | +12.6% | -15.7% | -3.2% |
| 3M | +9.0% | +23.1% | -14.2% | +8.7% |
| 6M | +2.9% | +39.5% | -36.7% | +2.4% |
| YTD | +10.1% | +13.5% | -3.4% | +10.0% |
| 1Y | +22.8% | +14.9% | +7.9% | +22.5% |
| All | +64.2% | +21.6% | +42.6% | +63.6% |
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