+133.6%
CCL vs CART
+135.4%
-1.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.0% | -0.5% |
| 7D | -1.2% | +1.3% | -2.5% | -1.4% |
| 30D | +13.1% | +19.2% | -6.0% | +9.5% |
| 3M | +3.4% | +17.6% | -14.2% | +0.2% |
| 6M | +18.7% | +47.4% | -28.6% | +10.2% |
| YTD | -2.3% | +30.9% | -33.1% | -7.8% |
| 1Y | +14.2% | +46.0% | -31.8% | +5.0% |
| 3Y | +133.6% | +130.3% | +3.3% | +99.7% |
| All | +133.6% | +135.4% | -1.8% | +99.7% |
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