-4.0%
CMG vs CART
+21.6%
-25.6%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.4% | -1.5% |
| 7D | -2.8% | +1.0% | -3.9% | -2.9% |
| 30D | +7.1% | +12.6% | -5.5% | +5.6% |
| 3M | +31.2% | +23.1% | +8.0% | +27.8% |
| 6M | +0.7% | +39.5% | -38.9% | -3.9% |
| YTD | -0.1% | +13.5% | -13.6% | -2.3% |
| 1Y | -10.7% | +14.9% | -25.6% | -13.3% |
| All | -4.0% | +21.6% | -25.6% | -12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling