+27.7%
CFG vs CART
+57.6%
-29.9%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.7% | -3.1% |
| 7D | -2.2% | +1.2% | -3.4% | -2.2% |
| 30D | +0.4% | +27.1% | -26.7% | -0.2% |
| 3M | -12.6% | +27.4% | -40.0% | -13.0% |
| 6M | +0.6% | +32.1% | -31.5% | 0.0% |
| YTD | +12.4% | +28.5% | -16.0% | +11.6% |
| 1Y | +27.7% | +58.8% | -31.1% | +18.9% |
| All | +27.7% | +57.6% | -29.9% | +18.9% |
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