+407.4%
CIEN vs CART
+38.4%
+369.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.6% | +4.9% | +5.4% |
| 7D | -24.1% | +3.0% | -27.1% | -24.2% |
| 30D | -45.5% | +28.6% | -74.0% | -46.2% |
| 3M | -39.7% | +29.1% | -68.8% | -40.7% |
| 6M | -57.8% | +44.7% | -102.5% | -59.0% |
| YTD | +4.1% | +29.2% | -25.1% | +2.3% |
| 1Y | +20.8% | +66.2% | -45.3% | +13.8% |
| 3Y | +463.1% | +112.8% | +350.3% | +415.4% |
| All | +407.4% | +38.4% | +369.0% | +361.2% |
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 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