+64.1%
CNQ vs CART
+14.4%
+49.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | -0.1% | -1.3% |
| 7D | +3.0% | +1.0% | +2.0% | +3.0% |
| 30D | +12.8% | +12.6% | +0.1% | +12.7% |
| 3M | +7.0% | +23.1% | -16.1% | +6.7% |
| 6M | +16.5% | +39.5% | -23.1% | +16.0% |
| YTD | +52.0% | +13.5% | +38.5% | +53.6% |
| 1Y | +64.1% | +14.9% | +49.2% | +63.8% |
| All | +64.1% | +14.4% | +49.7% | +63.8% |
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 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