-13.3%
CLX vs CART
+39.2%
-52.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.6% | +5.0% | +5.5% |
| 7D | +17.4% | +1.5% | +15.9% | +17.3% |
| 30D | +27.8% | +22.4% | +5.4% | +26.6% |
| 3M | +3.0% | +16.5% | -13.5% | +2.2% |
| 6M | +17.5% | +44.9% | -27.4% | +15.8% |
| YTD | +10.0% | +30.0% | -20.0% | +8.5% |
| 1Y | +3.3% | +59.1% | -55.8% | +1.1% |
| 3Y | -10.1% | +138.8% | -148.9% | -16.4% |
| All | -13.3% | +39.2% | -52.4% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling