+641.8%
CDE vs CART
+39.2%
+602.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.6% | +5.7% | +6.2% |
| 7D | +23.5% | +1.5% | +22.0% | +23.1% |
| 30D | -4.0% | +22.4% | -26.4% | -8.5% |
| 3M | -5.4% | +16.5% | -21.9% | -9.0% |
| 6M | -11.3% | +44.9% | -56.2% | -19.0% |
| YTD | -7.6% | +30.0% | -37.6% | -14.5% |
| 1Y | +12.1% | +59.1% | -47.0% | -1.6% |
| 3Y | +652.0% | +138.8% | +513.2% | +464.1% |
| All | +641.8% | +39.2% | +602.6% | +499.0% |
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