-1.3%
CMI vs CART
+54.8%
-56.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +2.0% |
| 7D | -1.8% | -0.6% | -1.2% | -1.8% |
| 30D | -12.2% | +23.1% | -35.3% | -11.6% |
| 3M | -26.5% | +19.2% | -45.7% | -26.1% |
| 6M | -33.6% | +45.7% | -79.3% | -32.6% |
| YTD | -8.3% | +30.9% | -39.2% | -11.5% |
| 1Y | -1.3% | +50.2% | -51.4% | -1.4% |
| All | -1.3% | +54.8% | -56.0% | -1.4% |
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