+45.4%
CL vs CART
+37.6%
+7.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | -0.1% |
| 7D | +5.9% | +1.2% | +4.7% | +5.9% |
| 30D | +13.8% | +27.1% | -13.3% | +13.5% |
| 3M | +6.4% | +27.4% | -21.0% | +6.2% |
| 6M | +15.6% | +32.1% | -16.5% | +15.3% |
| YTD | +27.9% | +28.5% | -0.6% | +27.5% |
| 1Y | +31.4% | +58.8% | -27.4% | +30.5% |
| 3Y | +41.4% | +114.8% | -73.4% | +38.8% |
| All | +45.4% | +37.6% | +7.8% | +43.9% |
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