-6.8%
CMG vs CART
+5.2%
-12.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.0% | +6.0% | +0.6% |
| 7D | -1.5% | -4.1% | +2.6% | -1.1% |
| 30D | +12.7% | -4.3% | +17.0% | +13.1% |
| 3M | +26.3% | +13.1% | +13.1% | +24.1% |
| 6M | +4.5% | +26.0% | -21.5% | +0.1% |
| YTD | -0.1% | +6.7% | -6.8% | -1.2% |
| 1Y | -6.8% | +6.3% | -13.0% | -10.6% |
| All | -6.8% | +5.2% | -12.0% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling