-11.5%
COF vs CART
+47.6%
-59.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.7% |
| 7D | -5.0% | +1.2% | -6.2% | -5.1% |
| 30D | -2.3% | +17.8% | -20.0% | -3.3% |
| 3M | -12.7% | +20.7% | -33.4% | -13.8% |
| 6M | +6.2% | +49.7% | -43.5% | +3.4% |
| YTD | -19.2% | +30.0% | -49.2% | -23.2% |
| 1Y | -11.5% | +48.4% | -59.9% | -14.7% |
| All | -11.5% | +47.6% | -59.1% | -14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling