+1,277.2%
CLS vs CART
+21.6%
+1,255.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +1.1% |
| 7D | +4.6% | +1.0% | +3.5% | +4.3% |
| 30D | -13.9% | +12.6% | -26.5% | -16.2% |
| 3M | -26.6% | +23.1% | -49.7% | -30.1% |
| 6M | +15.4% | +39.5% | -24.1% | +5.7% |
| YTD | +5.7% | +13.5% | -7.9% | +1.8% |
| 1Y | +41.1% | +14.9% | +26.3% | +34.8% |
| All | +1,277.2% | +21.6% | +1,255.6% | +1,073.8% |
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