+1.0%
CNC vs CART
+39.2%
-38.2%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.7% |
| 7D | +3.0% | +1.5% | +1.5% | +3.0% |
| 30D | +4.9% | +22.4% | -17.5% | +3.8% |
| 3M | +4.2% | +16.5% | -12.3% | +3.3% |
| 6M | +22.5% | +44.9% | -22.4% | +20.2% |
| YTD | +66.6% | +30.0% | +36.6% | +63.6% |
| 1Y | +82.5% | +59.1% | +23.4% | +77.9% |
| 3Y | -4.1% | +138.8% | -142.9% | -7.5% |
| All | +1.0% | +39.2% | -38.2% | -1.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling