+94.7%
COF vs CART
+135.4%
-40.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | -3.4% | +1.3% | -4.7% | -3.5% |
| 30D | +0.4% | +19.2% | -18.8% | -2.2% |
| 3M | -12.5% | +17.6% | -30.1% | -14.8% |
| 6M | +8.3% | +47.4% | -39.1% | +1.7% |
| YTD | -18.6% | +30.9% | -49.4% | -22.6% |
| 1Y | -8.6% | +46.0% | -54.6% | -14.9% |
| 3Y | +94.7% | +130.3% | -35.7% | +65.3% |
| All | +94.7% | +135.4% | -40.7% | +65.3% |
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 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