+10.6%
CI vs CART
+40.2%
-29.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.4% | +0.2% |
| 7D | +1.2% | +1.3% | -0.1% | +1.1% |
| 30D | +2.6% | +19.2% | -16.6% | +1.5% |
| 3M | +7.4% | +17.6% | -10.1% | +6.3% |
| 6M | -0.1% | +47.4% | -47.5% | -2.4% |
| YTD | +9.7% | +30.9% | -21.1% | +7.7% |
| 1Y | +12.1% | +46.0% | -33.8% | +9.3% |
| 3Y | +7.0% | +130.3% | -123.3% | +0.1% |
| All | +10.6% | +40.2% | -29.6% | +4.0% |
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