+121.0%
CEG vs CART
+37.6%
+83.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.1% | -2.1% |
| 7D | -9.4% | +1.2% | -10.6% | -9.6% |
| 30D | -20.2% | +27.1% | -47.3% | -23.6% |
| 3M | -9.5% | +27.4% | -36.9% | -13.6% |
| 6M | -25.0% | +32.1% | -57.1% | -29.2% |
| YTD | -31.9% | +28.5% | -60.3% | -35.6% |
| 1Y | -33.7% | +58.8% | -92.5% | -40.6% |
| 3Y | +108.7% | +114.8% | -6.1% | +81.7% |
| All | +121.0% | +37.6% | +83.4% | +93.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling