-5.5%
CNH vs CART
+37.6%
-43.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.4% | -1.5% | -3.8% |
| 7D | -0.4% | +1.2% | -1.5% | -0.4% |
| 30D | -15.2% | +27.1% | -42.3% | -16.7% |
| 3M | +4.3% | +27.4% | -23.2% | +2.3% |
| 6M | +10.1% | +32.1% | -22.1% | +7.5% |
| YTD | +23.2% | +28.5% | -5.3% | +20.6% |
| 1Y | +8.5% | +58.8% | -50.3% | +3.2% |
| 3Y | +4.1% | +114.8% | -110.7% | -5.9% |
| All | -5.5% | +37.6% | -43.1% | -13.8% |
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