+811.3%
CLS vs CART
+38.4%
+772.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | -22.2% | +3.0% | -25.1% | -22.5% |
| 30D | -44.4% | +28.6% | -72.9% | -47.2% |
| 3M | -34.3% | +29.1% | -63.4% | -38.1% |
| 6M | -50.1% | +44.7% | -94.8% | -54.3% |
| YTD | -30.1% | +29.2% | -59.3% | -34.6% |
| 1Y | -39.3% | +66.2% | -105.5% | -47.5% |
| 3Y | +732.7% | +112.8% | +619.9% | +596.5% |
| All | +811.3% | +38.4% | +772.9% | +653.9% |
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