+73.6%
CME vs CART
+39.2%
+34.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | -0.1% |
| 7D | +2.7% | +1.2% | +1.5% | +2.7% |
| 30D | +13.5% | +17.8% | -4.3% | +13.1% |
| 3M | +20.9% | +20.7% | +0.2% | +20.5% |
| 6M | +11.5% | +49.7% | -38.2% | +10.6% |
| YTD | +19.5% | +30.0% | -10.5% | +18.7% |
| 1Y | +17.2% | +48.4% | -31.2% | +16.2% |
| 3Y | +65.1% | +132.0% | -66.8% | +63.5% |
| All | +73.6% | +39.2% | +34.4% | +70.6% |
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