+2.8%
CNC vs CART
+38.4%
-35.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +0.6% | -6.5% | -6.0% |
| 7D | +1.9% | +3.0% | -1.1% | +1.8% |
| 30D | +7.3% | +28.6% | -21.2% | +5.9% |
| 3M | +8.6% | +29.1% | -20.4% | +7.3% |
| 6M | +26.0% | +44.7% | -18.7% | +23.7% |
| YTD | +69.5% | +29.2% | +40.3% | +66.5% |
| 1Y | +88.0% | +66.2% | +21.8% | +83.0% |
| 3Y | -2.9% | +112.8% | -115.7% | -6.3% |
| All | +2.8% | +38.4% | -35.6% | +0.1% |
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 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