+168.6%
CFG vs CART
+39.2%
+129.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | +1.6% | +1.2% | +0.4% | +1.5% |
| 30D | +3.3% | +17.8% | -14.5% | +1.0% |
| 3M | -11.5% | +20.7% | -32.2% | -13.9% |
| 6M | +6.2% | +49.7% | -43.5% | 0.0% |
| YTD | +14.3% | +30.0% | -15.8% | +9.4% |
| 1Y | +26.7% | +48.4% | -21.7% | +18.4% |
| 3Y | +187.8% | +132.0% | +55.8% | +138.3% |
| All | +168.6% | +39.2% | +129.4% | +128.8% |
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