+120.4%
COF vs CART
+14.3%
+106.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -6.0% | +3.4% | -1.7% |
| 7D | +1.2% | -4.1% | +5.3% | +1.8% |
| 30D | -1.4% | -4.3% | +2.9% | -0.9% |
| 3M | +19.0% | +13.1% | +5.9% | +16.5% |
| 6M | +14.9% | +26.0% | -11.1% | +10.1% |
| YTD | -10.7% | +6.7% | -17.4% | -12.3% |
| 1Y | -1.3% | +6.3% | -7.5% | -3.5% |
| All | +120.4% | +14.3% | +106.1% | +99.3% |
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