+111.2%
CMI vs CART
+39.2%
+72.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.6% | +3.1% | +3.6% |
| 7D | -6.8% | +1.5% | -8.3% | -6.9% |
| 30D | -10.9% | +22.4% | -33.3% | -12.3% |
| 3M | -27.3% | +16.5% | -43.9% | -28.3% |
| 6M | -30.9% | +44.9% | -75.8% | -33.2% |
| YTD | -7.7% | +30.0% | -37.6% | -10.3% |
| 1Y | 0.0% | +59.1% | -59.1% | -5.3% |
| 3Y | +130.1% | +138.8% | -8.7% | +104.7% |
| All | +111.2% | +39.2% | +72.0% | +91.2% |
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 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