+40.3%
CIEN vs CART
+47.6%
-7.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.8% |
| 7D | +27.4% | +1.2% | +26.2% | +27.7% |
| 30D | -26.6% | +17.8% | -44.4% | -23.4% |
| 3M | -32.0% | +20.7% | -52.7% | -28.5% |
| 6M | -49.1% | +49.7% | -98.8% | -43.0% |
| YTD | +25.7% | +30.0% | -4.3% | +43.9% |
| 1Y | +40.3% | +48.4% | -8.1% | +61.0% |
| All | +40.3% | +47.6% | -7.2% | +61.0% |
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 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