-14.5%
CLF vs CART
+39.2%
-53.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.6% | +6.4% | +6.9% |
| 7D | -14.1% | +1.5% | -15.6% | -14.2% |
| 30D | -5.5% | +22.4% | -28.0% | -8.5% |
| 3M | 0.0% | +16.5% | -16.5% | -2.6% |
| 6M | +11.3% | +44.9% | -33.6% | +3.6% |
| YTD | -7.7% | +30.0% | -37.6% | -12.5% |
| 1Y | +17.5% | +59.1% | -41.5% | +5.8% |
| 3Y | -25.4% | +138.8% | -164.2% | -35.8% |
| All | -14.5% | +39.2% | -53.7% | -27.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling