+103.0%
COF vs CART
+40.2%
+62.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.6% |
| 7D | -4.5% | -0.6% | -3.9% | -4.4% |
| 30D | -2.0% | +23.1% | -25.1% | -5.0% |
| 3M | -9.7% | +19.2% | -28.9% | -12.2% |
| 6M | +8.0% | +45.7% | -37.7% | +1.7% |
| YTD | -17.7% | +30.9% | -48.6% | -21.7% |
| 1Y | -9.3% | +50.2% | -59.5% | -15.8% |
| 3Y | +96.3% | +133.5% | -37.2% | +67.3% |
| All | +103.0% | +40.2% | +62.9% | +78.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling