+381.2%
CIEN vs CART
+37.6%
+343.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.4% | -12.8% | -15.1% |
| 7D | -34.0% | +1.2% | -35.1% | -34.0% |
| 30D | -48.0% | +27.1% | -75.1% | -48.6% |
| 3M | -43.5% | +27.4% | -71.0% | -44.4% |
| 6M | -57.6% | +32.1% | -89.8% | -58.5% |
| YTD | -1.3% | +28.5% | -29.8% | -3.0% |
| 1Y | +17.9% | +58.8% | -40.9% | +11.8% |
| 3Y | +425.8% | +114.8% | +311.0% | +381.3% |
| All | +381.2% | +37.6% | +343.6% | +337.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling