+484.8%
CIEN vs CART
+40.2%
+444.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.2% | -4.6% |
| 7D | +15.3% | +1.3% | +14.0% | +15.2% |
| 30D | -22.0% | +19.2% | -41.2% | -22.7% |
| 3M | -36.6% | +17.6% | -54.2% | -37.2% |
| 6M | -51.5% | +47.4% | -98.8% | -52.9% |
| YTD | +20.0% | +30.9% | -10.9% | +17.8% |
| 1Y | +44.5% | +46.0% | -1.5% | +39.3% |
| 3Y | +539.0% | +130.3% | +408.7% | +485.1% |
| All | +484.8% | +40.2% | +444.7% | +431.3% |
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