+54.3%
CF vs CART
+38.4%
+15.9%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.7% |
| 7D | -3.2% | +3.0% | -6.1% | -3.3% |
| 30D | +4.3% | +28.6% | -24.2% | +3.2% |
| 3M | +2.8% | +29.1% | -26.3% | +1.5% |
| 6M | +0.6% | +44.7% | -44.1% | -1.5% |
| YTD | +56.6% | +29.2% | +27.4% | +54.4% |
| 1Y | +49.6% | +66.2% | -16.5% | +44.8% |
| 3Y | +61.5% | +112.8% | -51.3% | +50.3% |
| All | +54.3% | +38.4% | +15.9% | +46.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling