-24.8%
CCL vs CART
+14.4%
-39.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.3% |
| 7D | -5.0% | +1.0% | -6.1% | -5.2% |
| 30D | -20.3% | +12.6% | -33.0% | -21.4% |
| 3M | -15.1% | +23.1% | -38.3% | -17.0% |
| 6M | -15.1% | +39.5% | -54.6% | -19.5% |
| YTD | -21.8% | +13.5% | -35.3% | -21.6% |
| 1Y | -24.8% | +14.9% | -39.7% | -26.2% |
| All | -24.8% | +14.4% | -39.2% | -26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling