+467.2%
CIEN vs CART
+39.2%
+428.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -9.3% | +0.3% | -9.6% | -9.3% |
| 30D | -39.5% | +22.4% | -61.9% | -40.1% |
| 3M | -29.8% | +15.6% | -45.5% | -30.4% |
| 6M | -50.4% | +44.9% | -95.3% | -51.8% |
| YTD | +16.3% | +30.0% | -13.6% | +14.3% |
| 1Y | +30.4% | +56.6% | -26.3% | +24.1% |
| 3Y | +516.6% | +131.9% | +384.7% | +464.7% |
| All | +467.2% | +39.2% | +428.0% | +415.5% |
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