-34.0%
CLF vs CART
+112.9%
-146.9%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.6% |
| 7D | -19.6% | +3.0% | -22.5% | -19.9% |
| 30D | -5.0% | +28.6% | -33.5% | -9.1% |
| 3M | -6.3% | +29.1% | -35.4% | -10.8% |
| 6M | +2.8% | +44.7% | -41.9% | -5.3% |
| YTD | -13.7% | +29.2% | -42.9% | -18.8% |
| 1Y | +13.6% | +66.2% | -52.6% | -0.8% |
| 3Y | -34.0% | +112.8% | -146.8% | -45.6% |
| All | -34.0% | +112.9% | -146.9% | -45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling