+78.4%
CNQ vs CART
+11.0%
+67.4%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.8% | +3.7% | +1.1% |
| 7D | -0.9% | -9.5% | +8.6% | -0.2% |
| 30D | +8.7% | -7.8% | +16.4% | +9.2% |
| 3M | +15.8% | +10.4% | +5.4% | +14.5% |
| 6M | +13.3% | +20.1% | -6.8% | +11.0% |
| YTD | +54.7% | +3.7% | +51.0% | +53.7% |
| 1Y | +69.5% | +2.6% | +67.0% | +68.1% |
| All | +78.4% | +11.0% | +67.4% | +64.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling