+37.4%
CMS vs CART
+41.0%
-3.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.6% | -0.2% | +1.4% |
| 7D | +4.1% | +1.4% | +2.7% | +4.0% |
| 30D | +10.9% | +29.7% | -18.8% | +10.3% |
| 3M | -0.2% | +29.7% | -30.0% | -0.7% |
| 6M | -4.7% | +36.8% | -41.5% | -5.2% |
| YTD | +3.9% | +31.7% | -27.8% | +3.3% |
| 1Y | +0.4% | +62.4% | -62.0% | -0.8% |
| 3Y | +38.8% | +120.1% | -81.3% | +30.8% |
| All | +37.4% | +41.0% | -3.6% | +31.3% |
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