+158.4%
CEG vs CART
+40.2%
+118.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.4% | -0.9% |
| 7D | +12.1% | +1.3% | +10.8% | +11.9% |
| 30D | +0.2% | +19.2% | -18.9% | -2.9% |
| 3M | +0.7% | +17.6% | -16.8% | -2.4% |
| 6M | +2.2% | +47.4% | -45.1% | -5.3% |
| YTD | -20.3% | +30.9% | -51.2% | -25.0% |
| 1Y | -16.1% | +46.0% | -62.0% | -23.1% |
| 3Y | +134.7% | +130.3% | +4.4% | +103.3% |
| All | +158.4% | +40.2% | +118.2% | +125.1% |
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