+5.0%
CNC vs CART
+40.2%
-35.1%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.8% | +1.4% |
| 7D | +2.2% | +1.3% | +0.9% | +2.1% |
| 30D | +1.6% | +19.2% | -17.6% | +0.7% |
| 3M | +7.9% | +17.6% | -9.6% | +7.0% |
| 6M | +21.2% | +47.4% | -26.2% | +18.9% |
| YTD | +73.2% | +30.9% | +42.3% | +70.1% |
| 1Y | +97.5% | +46.0% | +51.5% | +93.1% |
| 3Y | -1.2% | +130.3% | -131.5% | -4.7% |
| All | +5.0% | +40.2% | -35.1% | +2.2% |
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 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