+100.2%
CCL vs CART
+38.4%
+61.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | +3.1% | +3.0% | +0.2% | +2.6% |
| 30D | +13.7% | +28.6% | -14.9% | +8.4% |
| 3M | +3.8% | +29.1% | -25.3% | -1.3% |
| 6M | +9.3% | +44.7% | -35.5% | +1.4% |
| YTD | -1.1% | +29.2% | -30.3% | -6.7% |
| 1Y | +14.6% | +66.2% | -51.6% | +1.9% |
| 3Y | +146.4% | +112.8% | +33.6% | +104.7% |
| All | +100.2% | +38.4% | +61.8% | +71.5% |
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