+42.1%
CDE vs CART
+5.2%
+36.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.0% | +3.3% | -1.8% |
| 7D | +2.3% | -4.1% | +6.4% | +3.0% |
| 30D | +18.8% | -4.3% | +23.1% | +19.6% |
| 3M | +23.5% | +13.1% | +10.4% | +22.0% |
| 6M | -8.6% | +26.0% | -34.7% | -11.4% |
| YTD | +16.0% | +6.7% | +9.3% | +14.1% |
| 1Y | +42.1% | +6.3% | +35.8% | +35.5% |
| All | +42.1% | +5.2% | +36.8% | +35.5% |
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 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