-67.5%
CBRS vs CART
+47.2%
-114.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +0.7% | +7.2% | +8.0% |
| 7D | +10.0% | -0.6% | +10.6% | +10.0% |
| 30D | -31.1% | +23.1% | -54.1% | -29.9% |
| 3M | -56.9% | +19.2% | -76.1% | -56.3% |
| All | -67.5% | +47.2% | -114.7% | -66.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling