+9.3%
CI vs CART
+38.4%
-29.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.2% | -2.6% |
| 7D | -1.6% | +3.0% | -4.5% | -1.7% |
| 30D | +5.4% | +28.6% | -23.1% | +3.8% |
| 3M | +7.3% | +29.1% | -21.8% | +5.5% |
| 6M | +5.3% | +44.7% | -39.4% | +2.9% |
| YTD | +8.5% | +29.2% | -20.7% | +6.6% |
| 1Y | +17.1% | +66.2% | -49.0% | +13.2% |
| 3Y | +1.4% | +112.8% | -111.4% | -4.8% |
| All | +9.3% | +38.4% | -29.1% | +2.9% |
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