+34.8%
CF vs CART
+61.3%
-26.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.6% | -6.0% | -4.4% |
| 7D | -6.9% | +1.4% | -8.2% | -6.8% |
| 30D | -3.7% | +29.7% | -33.4% | -3.1% |
| 3M | -5.0% | +29.7% | -34.7% | -4.4% |
| 6M | -10.5% | +36.8% | -47.3% | -9.5% |
| YTD | +46.5% | +31.7% | +14.9% | +49.5% |
| 1Y | +34.8% | +62.4% | -27.6% | +25.4% |
| All | +34.8% | +61.3% | -26.5% | +25.4% |
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