-7.2%
CMG vs CART
+39.2%
-46.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.2% | +3.7% |
| 7D | +8.6% | +1.5% | +7.1% | +8.4% |
| 30D | +13.1% | +22.4% | -9.3% | +10.5% |
| 3M | +9.0% | +16.5% | -7.5% | +7.0% |
| 6M | +10.0% | +44.9% | -34.9% | +5.0% |
| YTD | -3.4% | +30.0% | -33.4% | -7.1% |
| 1Y | +16.8% | +59.1% | -42.2% | +9.4% |
| 3Y | -14.7% | +138.8% | -153.5% | -23.3% |
| All | -7.2% | +39.2% | -46.3% | -17.0% |
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 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