+51.5%
CHRW vs CART
+38.4%
+13.1%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.3% |
| 7D | +0.6% | +3.0% | -2.4% | +0.5% |
| 30D | -7.3% | +28.6% | -35.8% | -8.1% |
| 3M | -14.2% | +29.1% | -43.2% | -15.1% |
| 6M | -25.1% | +44.7% | -69.8% | -26.3% |
| YTD | -21.2% | +29.2% | -50.4% | -22.3% |
| 1Y | -14.2% | +66.2% | -80.3% | -16.4% |
| 3Y | +63.5% | +112.8% | -49.3% | +57.8% |
| All | +51.5% | +38.4% | +13.1% | +46.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling