+60.7%
COP vs CART
+61.3%
-0.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.6% | -6.7% | -5.1% |
| 7D | -8.1% | +1.4% | -9.5% | -8.1% |
| 30D | +6.7% | +29.7% | -23.0% | +7.2% |
| 3M | +16.9% | +29.7% | -12.8% | +17.3% |
| 6M | +11.2% | +36.8% | -25.6% | +11.6% |
| YTD | +49.5% | +31.7% | +17.9% | +50.3% |
| 1Y | +60.7% | +62.4% | -1.7% | +47.5% |
| All | +60.7% | +61.3% | -0.6% | +47.5% |
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