+65.0%
CNQ vs CART
+5.1%
+59.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.2% | -3.7% | -0.5% |
| 7D | +0.1% | -4.6% | +4.7% | +0.1% |
| 30D | +6.2% | +0.6% | +5.6% | +6.2% |
| 3M | +12.4% | +16.3% | -3.9% | +12.0% |
| 6M | +9.0% | +32.1% | -23.1% | +8.6% |
| YTD | +52.2% | +8.3% | +43.9% | +53.8% |
| 1Y | +65.0% | +6.1% | +58.9% | +65.4% |
| All | +65.0% | +5.1% | +59.9% | +65.4% |
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