+161.9%
CFG vs CART
+38.4%
+123.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.0% |
| 7D | -0.9% | +3.0% | -3.9% | -1.2% |
| 30D | +1.1% | +28.6% | -27.5% | -2.3% |
| 3M | -12.0% | +29.1% | -41.1% | -15.1% |
| 6M | -2.2% | +44.7% | -46.9% | -7.5% |
| YTD | +11.4% | +29.2% | -17.8% | +6.7% |
| 1Y | +27.8% | +66.2% | -38.3% | +17.1% |
| 3Y | +173.3% | +112.8% | +60.5% | +128.5% |
| All | +161.9% | +38.4% | +123.5% | +123.3% |
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