+971.1%
CLS vs CART
+40.2%
+930.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.7% | +7.8% | +8.4% |
| 7D | +2.8% | -0.6% | +3.3% | +2.9% |
| 30D | -30.1% | +23.1% | -53.2% | -33.0% |
| 3M | -21.7% | +19.2% | -40.9% | -24.8% |
| 6M | -36.2% | +45.7% | -81.9% | -41.7% |
| YTD | -17.8% | +30.9% | -48.7% | -23.3% |
| 1Y | -26.8% | +50.2% | -77.0% | -34.5% |
| 3Y | +853.4% | +133.5% | +719.9% | +696.7% |
| All | +971.1% | +40.2% | +930.9% | +784.2% |
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