+959.7%
CLS vs CART
+40.2%
+919.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.7% | -6.1% | -5.5% |
| 7D | +16.3% | +1.3% | +15.0% | +16.0% |
| 30D | -25.7% | +19.2% | -44.8% | -28.3% |
| 3M | -30.9% | +17.6% | -48.4% | -33.4% |
| 6M | -35.5% | +47.4% | -82.8% | -41.2% |
| YTD | -18.7% | +30.9% | -49.6% | -24.1% |
| 1Y | -17.9% | +46.0% | -63.9% | -25.8% |
| 3Y | +838.1% | +130.3% | +707.8% | +683.9% |
| All | +959.7% | +40.2% | +919.5% | +774.7% |
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