+75.3%
CNQ vs CART
+21.6%
+53.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | -0.1% | -1.2% |
| 7D | +3.0% | +1.0% | +2.0% | +2.9% |
| 30D | +12.8% | +12.6% | +0.1% | +11.7% |
| 3M | +7.0% | +23.1% | -16.1% | +5.0% |
| 6M | +16.5% | +39.5% | -23.1% | +12.8% |
| YTD | +52.0% | +13.5% | +38.5% | +50.1% |
| 1Y | +64.1% | +14.9% | +49.2% | +61.3% |
| All | +75.3% | +21.6% | +53.7% | +60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling