-8.3%
CMG vs CART
+40.2%
-48.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +2.5% | +1.3% | +1.2% | +2.3% |
| 30D | +15.6% | +19.2% | -3.6% | +13.3% |
| 3M | +8.2% | +17.6% | -9.4% | +6.1% |
| 6M | +9.9% | +47.4% | -37.5% | +4.7% |
| YTD | -4.6% | +30.9% | -35.5% | -8.4% |
| 1Y | +12.4% | +46.0% | -33.5% | +6.5% |
| 3Y | -18.0% | +130.3% | -148.3% | -26.1% |
| All | -8.3% | +40.2% | -48.5% | -18.2% |
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