+6.5%
CCI vs CART
+39.2%
-32.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | +0.9% | +1.5% | -0.6% | +0.8% |
| 30D | +10.3% | +22.4% | -12.1% | +8.8% |
| 3M | +17.9% | +16.5% | +1.4% | +16.5% |
| 6M | -0.5% | +44.9% | -45.3% | -2.7% |
| YTD | +2.7% | +30.0% | -27.3% | +0.4% |
| 1Y | +3.1% | +59.1% | -55.9% | +0.1% |
| 3Y | +8.0% | +138.8% | -130.9% | +0.7% |
| All | +6.5% | +39.2% | -32.7% | -0.1% |
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