+175.7%
CEG vs CART
+21.6%
+154.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.3% | +6.1% | +5.1% |
| 7D | +8.0% | +1.0% | +7.0% | +7.8% |
| 30D | +12.9% | +12.6% | +0.3% | +10.4% |
| 3M | +13.2% | +23.1% | -10.0% | +8.7% |
| 6M | -7.0% | +39.5% | -46.5% | -13.6% |
| YTD | -15.0% | +13.5% | -28.5% | -17.7% |
| 1Y | -2.7% | +14.9% | -17.6% | -6.8% |
| All | +175.7% | +21.6% | +154.1% | +146.8% |
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