+190.8%
CFG vs CART
+21.6%
+169.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | +1.5% | +1.0% | +0.5% | +1.4% |
| 30D | -3.8% | +12.6% | -16.4% | -5.4% |
| 3M | +11.5% | +23.1% | -11.6% | +8.1% |
| 6M | +19.2% | +39.5% | -20.3% | +12.8% |
| YTD | +23.7% | +13.5% | +10.2% | +20.7% |
| 1Y | +38.8% | +14.9% | +24.0% | +34.6% |
| All | +190.8% | +21.6% | +169.2% | +152.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling