+3.9%
CNC vs CART
+40.2%
-36.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.4% |
| 7D | -7.3% | -0.6% | -6.7% | -7.2% |
| 30D | +5.2% | +23.1% | -17.9% | +4.0% |
| 3M | +8.6% | +19.2% | -10.6% | +7.6% |
| 6M | +25.1% | +45.7% | -20.6% | +22.7% |
| YTD | +71.3% | +30.9% | +40.4% | +68.2% |
| 1Y | +99.3% | +50.2% | +49.1% | +94.7% |
| 3Y | -1.9% | +133.5% | -135.5% | -5.4% |
| All | +3.9% | +40.2% | -36.3% | +1.1% |
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