+728.5%
CLS vs CART
+111.7%
+616.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.0% | -2.4% | -10.6% | -12.5% |
| 7D | -27.3% | +1.2% | -28.5% | -27.4% |
| 30D | -47.0% | +27.1% | -74.1% | -49.9% |
| 3M | -43.3% | +27.4% | -70.7% | -46.9% |
| 6M | -50.8% | +32.1% | -82.9% | -54.5% |
| YTD | -30.4% | +28.5% | -58.9% | -35.5% |
| 1Y | -41.7% | +58.8% | -100.5% | -49.9% |
| All | +728.5% | +111.7% | +616.8% | +557.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling