+68.3%
CME vs CART
+38.4%
+30.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.4% |
| 7D | +0.9% | +3.0% | -2.1% | +0.9% |
| 30D | +13.2% | +28.6% | -15.4% | +12.7% |
| 3M | +16.3% | +29.1% | -12.8% | +15.8% |
| 6M | +7.1% | +44.7% | -37.6% | +6.4% |
| YTD | +15.8% | +29.2% | -13.4% | +15.1% |
| 1Y | +17.1% | +66.2% | -49.1% | +15.9% |
| 3Y | +63.2% | +112.8% | -49.7% | +61.1% |
| All | +68.3% | +38.4% | +30.0% | +65.4% |
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 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