+10.1%
CCI vs CART
+40.2%
-30.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | +2.5% | +1.3% | +1.2% | +2.4% |
| 30D | +14.4% | +19.2% | -4.7% | +13.1% |
| 3M | +21.7% | +17.6% | +4.1% | +20.2% |
| 6M | +4.0% | +47.4% | -43.3% | +1.6% |
| YTD | +6.2% | +30.9% | -24.7% | +3.7% |
| 1Y | +5.4% | +46.0% | -40.6% | +2.6% |
| 3Y | +11.7% | +130.3% | -118.6% | +4.5% |
| All | +10.1% | +40.2% | -30.1% | +3.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling