+0.4%
CMS vs CART
+61.3%
-61.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.4% |
| 7D | +4.1% | +1.4% | +2.7% | +4.1% |
| 30D | +10.9% | +29.7% | -18.8% | +11.0% |
| 3M | -0.2% | +29.7% | -30.0% | -0.1% |
| 6M | -4.7% | +36.8% | -41.5% | -4.0% |
| YTD | +3.9% | +31.7% | -27.8% | +3.9% |
| 1Y | +0.4% | +62.4% | -62.0% | -1.2% |
| All | +0.4% | +61.3% | -61.0% | -1.2% |
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 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