+28.0%
CNH vs CART
+14.4%
+13.6%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.3% | +5.3% | +4.0% |
| 7D | +23.3% | +1.0% | +22.2% | +23.3% |
| 30D | +33.5% | +12.6% | +20.8% | +34.5% |
| 3M | +32.7% | +23.1% | +9.6% | +35.0% |
| 6M | +22.2% | +39.5% | -17.4% | +24.8% |
| YTD | +57.7% | +13.5% | +44.2% | +61.1% |
| 1Y | +28.0% | +14.9% | +13.1% | +30.9% |
| All | +28.0% | +14.4% | +13.6% | +30.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling