+44.3%
CF vs CART
+41.0%
+3.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.6% | -6.0% | -4.5% |
| 7D | -6.9% | +1.4% | -8.2% | -6.9% |
| 30D | -3.7% | +29.7% | -33.4% | -4.8% |
| 3M | -5.0% | +29.7% | -34.7% | -6.2% |
| 6M | -10.5% | +36.8% | -47.3% | -11.9% |
| YTD | +46.5% | +31.7% | +14.9% | +44.4% |
| 1Y | +34.8% | +62.4% | -27.6% | +30.8% |
| 3Y | +46.7% | +120.1% | -73.4% | +36.3% |
| All | +44.3% | +41.0% | +3.3% | +36.5% |
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