-11.1%
CHRW vs CART
+61.3%
-72.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.3% | +0.2% |
| 7D | +4.9% | +1.4% | +3.5% | +4.8% |
| 30D | -4.8% | +29.7% | -34.5% | -5.3% |
| 3M | -13.1% | +29.7% | -42.9% | -13.7% |
| 6M | -16.3% | +36.8% | -53.1% | -17.2% |
| YTD | -15.8% | +31.7% | -47.5% | -18.4% |
| 1Y | -11.1% | +62.4% | -73.5% | -18.7% |
| All | -11.1% | +61.3% | -72.5% | -18.7% |
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 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