+154.3%
CMI vs CART
+14.3%
+140.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.0% | +6.2% | +0.6% |
| 7D | +1.9% | -4.1% | +6.0% | +2.2% |
| 30D | -12.5% | -4.3% | -8.2% | -12.3% |
| 3M | -16.2% | +13.1% | -29.3% | -17.3% |
| 6M | +4.9% | +26.0% | -21.2% | +1.9% |
| YTD | +11.1% | +6.7% | +4.4% | +9.7% |
| 1Y | +43.4% | +6.3% | +37.1% | +41.2% |
| All | +154.3% | +14.3% | +140.0% | +133.9% |
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