+168.4%
CFG vs CART
+39.2%
+129.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.7% | +0.3% | +0.4% | +0.7% |
| 30D | +2.8% | +22.4% | -19.6% | 0.0% |
| 3M | -10.1% | +15.6% | -25.7% | -12.0% |
| 6M | +3.2% | +44.9% | -41.7% | -2.4% |
| YTD | +14.2% | +30.0% | -15.8% | +9.3% |
| 1Y | +27.4% | +56.6% | -29.2% | +18.0% |
| 3Y | +187.6% | +131.9% | +55.7% | +138.1% |
| All | +168.4% | +39.2% | +129.2% | +128.7% |
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