-12.4%
CLX vs CART
+39.2%
-51.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +13.6% | +0.3% | +13.4% | +13.6% |
| 30D | +29.1% | +22.4% | +6.6% | +27.9% |
| 3M | +1.6% | +15.6% | -14.1% | +0.9% |
| 6M | +18.7% | +44.9% | -26.2% | +17.0% |
| YTD | +11.1% | +30.0% | -18.9% | +9.6% |
| 1Y | +7.0% | +56.6% | -49.6% | +4.8% |
| 3Y | -10.0% | +131.9% | -141.9% | -15.9% |
| All | -12.4% | +39.2% | -51.6% | -15.2% |
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