+67.6%
CME vs CART
+39.2%
+28.4%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | -0.6% | +1.5% | -2.1% | -0.6% |
| 30D | +8.5% | +22.4% | -13.9% | +8.2% |
| 3M | +16.0% | +16.5% | -0.5% | +15.7% |
| 6M | +9.3% | +44.9% | -35.5% | +8.6% |
| YTD | +15.3% | +30.0% | -14.7% | +14.5% |
| 1Y | +14.4% | +59.1% | -44.7% | +13.3% |
| 3Y | +59.9% | +138.8% | -78.9% | +58.5% |
| All | +67.6% | +39.2% | +28.4% | +64.7% |
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 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