-28.5%
CEG vs CART
+60.1%
-88.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.6% | +3.7% | +4.3% |
| 7D | -4.7% | +3.0% | -7.7% | -4.7% |
| 30D | -16.6% | +28.6% | -45.1% | -16.3% |
| 3M | -4.1% | +29.1% | -33.2% | -3.9% |
| 6M | -22.3% | +44.7% | -67.0% | -21.2% |
| YTD | -28.9% | +29.2% | -58.1% | -30.5% |
| 1Y | -28.5% | +66.2% | -94.6% | -27.2% |
| All | -28.5% | +60.1% | -88.5% | -27.2% |
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