+100.5%
COF vs CART
+112.9%
-12.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.5% | -1.0% |
| 7D | -1.5% | +3.0% | -4.4% | -1.8% |
| 30D | +3.0% | +28.6% | -25.5% | -0.7% |
| 3M | -7.9% | +29.1% | -37.0% | -11.6% |
| 6M | +5.2% | +44.7% | -39.5% | -0.9% |
| YTD | -15.7% | +29.2% | -44.9% | -19.7% |
| 1Y | -5.5% | +66.2% | -71.6% | -13.9% |
| 3Y | +100.5% | +112.8% | -12.3% | +72.8% |
| All | +100.5% | +112.9% | -12.4% | +72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling