-12.8%
CLF vs CART
+21.6%
-34.4%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.0% | +2.0% |
| 7D | +7.6% | +1.0% | +6.5% | +7.4% |
| 30D | -1.2% | +12.6% | -13.8% | -3.2% |
| 3M | -13.4% | +23.1% | -36.5% | -16.9% |
| 6M | +15.4% | +39.5% | -24.1% | +7.3% |
| YTD | -5.9% | +13.5% | -19.4% | -8.8% |
| 1Y | +18.8% | +14.9% | +4.0% | +13.9% |
| All | -12.8% | +21.6% | -34.4% | -24.6% |
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 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