+569.2%
CIEN vs CART
+21.6%
+547.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.2% |
| 7D | -15.2% | +1.0% | -16.2% | -15.2% |
| 30D | -21.5% | +12.6% | -34.1% | -22.2% |
| 3M | -40.1% | +23.1% | -63.2% | -41.1% |
| 6M | -6.6% | +39.5% | -46.1% | -10.2% |
| YTD | +37.3% | +13.5% | +23.7% | +35.9% |
| 1Y | +174.5% | +14.9% | +159.7% | +170.4% |
| All | +569.2% | +21.6% | +547.6% | +512.7% |
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