+22.9%
COP vs CART
+40.2%
-17.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | +0.7% | -0.6% | +1.3% | +0.7% |
| 30D | +0.2% | +23.1% | -22.9% | -0.9% |
| 3M | +10.2% | +19.2% | -9.0% | +9.0% |
| 6M | +20.1% | +45.7% | -25.6% | +17.0% |
| YTD | +50.5% | +30.9% | +19.6% | +47.7% |
| 1Y | +56.8% | +50.2% | +6.6% | +51.9% |
| 3Y | +30.3% | +133.5% | -103.2% | +21.7% |
| All | +22.9% | +40.2% | -17.3% | +14.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling