+99.2%
CCL vs CART
+38.4%
+60.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +2.6% | +3.0% | -0.4% | +2.1% |
| 30D | +13.1% | +28.6% | -15.4% | +7.9% |
| 3M | +3.3% | +29.1% | -25.8% | -1.8% |
| 6M | +8.7% | +44.7% | -36.0% | +0.9% |
| YTD | -1.6% | +29.2% | -30.8% | -7.2% |
| 1Y | +14.0% | +66.2% | -52.2% | +1.4% |
| 3Y | +145.1% | +112.8% | +32.3% | +103.6% |
| All | +99.2% | +38.4% | +60.8% | +70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling