+104.6%
COF vs CART
+39.2%
+65.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.7% |
| 7D | -5.8% | +1.5% | -7.3% | -6.0% |
| 30D | -0.3% | +22.4% | -22.7% | -3.3% |
| 3M | -8.5% | +16.5% | -25.0% | -10.7% |
| 6M | +5.6% | +44.9% | -39.3% | -0.5% |
| YTD | -17.1% | +30.0% | -47.1% | -21.0% |
| 1Y | -7.4% | +59.1% | -66.5% | -14.9% |
| 3Y | +99.1% | +138.8% | -39.7% | +69.2% |
| All | +104.6% | +39.2% | +65.4% | +79.6% |
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 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