+39.9%
CMS vs CART
+111.7%
-71.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.4% |
| 7D | +1.7% | +1.2% | +0.5% | +1.7% |
| 30D | +8.6% | +27.1% | -18.5% | +8.4% |
| 3M | -0.5% | +27.4% | -27.9% | -0.7% |
| 6M | -4.2% | +32.1% | -36.3% | -4.4% |
| YTD | +3.4% | +28.5% | -25.0% | +3.2% |
| 1Y | +0.4% | +58.8% | -58.4% | -0.2% |
| All | +39.9% | +111.7% | -71.8% | +33.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling