+103.8%
CMI vs CART
+38.4%
+65.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.2% | +0.3% |
| 7D | -10.0% | +3.0% | -13.0% | -10.2% |
| 30D | -13.0% | +28.6% | -41.6% | -14.7% |
| 3M | -29.9% | +29.1% | -58.9% | -31.4% |
| 6M | -36.7% | +44.7% | -81.4% | -38.9% |
| YTD | -10.9% | +29.2% | -40.1% | -13.4% |
| 1Y | -1.3% | +66.2% | -67.5% | -7.1% |
| 3Y | +117.4% | +112.8% | +4.6% | +94.8% |
| All | +103.8% | +38.4% | +65.4% | +84.6% |
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 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