-10.5%
CLF vs CART
+41.0%
-51.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +1.6% | -10.8% | -9.4% |
| 7D | -7.9% | +1.4% | -9.3% | -8.1% |
| 30D | +5.2% | +29.7% | -24.4% | +1.0% |
| 3M | +4.3% | +29.7% | -25.4% | -0.2% |
| 6M | +25.3% | +36.8% | -11.5% | +17.8% |
| YTD | -3.3% | +31.7% | -35.0% | -8.6% |
| 1Y | +20.2% | +62.4% | -42.2% | +7.8% |
| 3Y | -25.0% | +120.1% | -145.1% | -35.5% |
| All | -10.5% | +41.0% | -51.5% | -24.5% |
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