+853.7%
COHR vs CART
+12.5%
+841.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.7% | -3.6% |
| 7D | +10.9% | -8.7% | +19.5% | +12.6% |
| 30D | -10.8% | -4.4% | -6.4% | -10.4% |
| 3M | -17.4% | +14.6% | -32.0% | -20.5% |
| 6M | +12.5% | +24.4% | -11.9% | +4.9% |
| YTD | +58.8% | +5.0% | +53.8% | +54.7% |
| 1Y | +183.3% | +0.5% | +182.8% | +178.5% |
| All | +853.7% | +12.5% | +841.2% | +693.6% |
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 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