+522.6%
CIEN vs CART
+112.9%
+409.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +0.6% | +10.1% | +10.6% |
| 7D | -5.3% | +1.5% | -6.8% | -5.3% |
| 30D | -40.1% | +22.4% | -62.5% | -40.8% |
| 3M | -34.7% | +16.5% | -51.2% | -35.3% |
| 6M | -50.9% | +44.9% | -95.7% | -52.4% |
| YTD | +15.2% | +30.0% | -14.8% | +13.0% |
| 1Y | +35.2% | +59.1% | -23.9% | +27.5% |
| 3Y | +522.6% | +138.8% | +383.8% | +447.8% |
| All | +522.6% | +112.9% | +409.7% | +447.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling