+48.9%
CIEN vs CART
+61.3%
-12.4%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.6% | -10.8% | -8.9% |
| 7D | -25.0% | +1.4% | -26.4% | -24.7% |
| 30D | -30.1% | +29.7% | -59.8% | -25.2% |
| 3M | -33.8% | +29.7% | -63.5% | -29.1% |
| 6M | -49.4% | +36.8% | -86.2% | -44.1% |
| YTD | +16.4% | +31.7% | -15.3% | +31.6% |
| 1Y | +48.9% | +62.4% | -13.5% | +77.2% |
| All | +48.9% | +61.3% | -12.4% | +77.2% |
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