+33.9%
CMS vs CART
+38.4%
-4.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.1% |
| 7D | -1.3% | +3.0% | -4.3% | -1.4% |
| 30D | +6.3% | +28.6% | -22.2% | +5.8% |
| 3M | -2.1% | +29.1% | -31.1% | -2.5% |
| 6M | -5.1% | +44.7% | -49.8% | -5.7% |
| YTD | +1.3% | +29.2% | -28.0% | +0.8% |
| 1Y | -1.4% | +66.2% | -67.5% | -2.6% |
| 3Y | +36.9% | +112.8% | -75.9% | +29.3% |
| All | +33.9% | +38.4% | -4.5% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling