+53.2%
CF vs CART
+37.6%
+15.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.4% | +8.6% | +6.3% |
| 7D | +0.4% | +1.2% | -0.8% | +0.3% |
| 30D | +2.2% | +27.1% | -24.9% | +1.1% |
| 3M | +2.1% | +27.4% | -25.3% | +0.9% |
| 6M | -6.5% | +32.1% | -38.7% | -7.9% |
| YTD | +55.6% | +28.5% | +27.1% | +53.4% |
| 1Y | +42.3% | +58.8% | -16.5% | +38.1% |
| 3Y | +55.7% | +114.8% | -59.0% | +44.9% |
| All | +53.2% | +37.6% | +15.6% | +45.1% |
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