+44.6%
COP vs CART
+14.4%
+30.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.1% |
| 7D | +3.0% | +1.0% | +2.0% | +3.0% |
| 30D | +17.5% | +12.6% | +4.9% | +17.2% |
| 3M | +13.4% | +23.1% | -9.8% | +12.5% |
| 6M | +17.7% | +39.5% | -21.8% | +16.3% |
| YTD | +46.6% | +13.5% | +33.0% | +47.3% |
| 1Y | +44.6% | +14.9% | +29.7% | +42.2% |
| All | +44.6% | +14.4% | +30.2% | +42.2% |
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