+164.3%
CFG vs CART
+37.6%
+126.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.7% | -2.8% |
| 7D | -2.2% | +1.2% | -3.4% | -2.3% |
| 30D | +0.4% | +27.1% | -26.7% | -2.8% |
| 3M | -12.6% | +27.4% | -40.0% | -15.6% |
| 6M | +0.6% | +32.1% | -31.5% | -3.7% |
| YTD | +12.4% | +28.5% | -16.0% | +7.8% |
| 1Y | +27.7% | +58.8% | -31.1% | +17.8% |
| 3Y | +172.4% | +114.8% | +57.6% | +127.5% |
| All | +164.3% | +37.6% | +126.7% | +125.5% |
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