+517.1%
CIEN vs CART
+40.2%
+477.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.7% | +8.1% | +8.8% |
| 7D | +8.7% | -0.6% | +9.3% | +8.8% |
| 30D | -26.9% | +23.1% | -50.0% | -27.7% |
| 3M | -23.6% | +19.2% | -42.8% | -24.4% |
| 6M | -49.1% | +45.7% | -94.8% | -50.5% |
| YTD | +26.6% | +30.9% | -4.3% | +24.3% |
| 1Y | +42.7% | +50.2% | -7.5% | +37.0% |
| 3Y | +570.8% | +133.5% | +437.3% | +514.2% |
| All | +517.1% | +40.2% | +477.0% | +460.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling