+42.3%
CF vs CART
+57.6%
-15.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.4% | +8.6% | +6.1% |
| 7D | +0.4% | +1.2% | -0.8% | +0.4% |
| 30D | +2.2% | +27.1% | -24.9% | +2.8% |
| 3M | +2.1% | +27.4% | -25.3% | +2.7% |
| 6M | -6.5% | +32.1% | -38.7% | -5.6% |
| YTD | +55.6% | +28.5% | +27.1% | +58.6% |
| 1Y | +42.3% | +58.8% | -16.5% | +31.7% |
| All | +42.3% | +57.6% | -15.3% | +31.7% |
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