-1.4%
CLX vs CART
+59.2%
-60.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +3.0% | +0.7% |
| 7D | +12.4% | +1.2% | +11.2% | +12.4% |
| 30D | +21.1% | +27.1% | -6.0% | +19.6% |
| 3M | -3.3% | +27.4% | -30.7% | -4.3% |
| 6M | +18.8% | +32.1% | -13.3% | +17.5% |
| YTD | +3.9% | +28.5% | -24.6% | +0.8% |
| All | -1.4% | +59.2% | -60.6% | -4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling