+172.9%
CFG vs CART
+41.0%
+131.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +2.2% |
| 7D | +1.8% | +1.4% | +0.4% | +1.6% |
| 30D | +3.3% | +29.7% | -26.4% | -0.2% |
| 3M | -9.8% | +29.7% | -39.6% | -13.1% |
| 6M | +5.2% | +36.8% | -31.6% | +0.2% |
| YTD | +16.1% | +31.7% | -15.6% | +11.0% |
| 1Y | +33.7% | +62.4% | -28.7% | +23.0% |
| 3Y | +181.2% | +120.1% | +61.1% | +134.2% |
| All | +172.9% | +41.0% | +131.9% | +132.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling