+62.2%
COP vs CART
+47.6%
+14.6%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.6% |
| 7D | +3.4% | +1.2% | +2.2% | +3.4% |
| 30D | -0.6% | +17.8% | -18.4% | 0.0% |
| 3M | +10.8% | +20.7% | -9.9% | +11.5% |
| 6M | +19.6% | +49.7% | -30.1% | +20.8% |
| YTD | +52.9% | +30.0% | +22.9% | +51.4% |
| 1Y | +62.2% | +48.4% | +13.8% | +61.3% |
| All | +62.2% | +47.6% | +14.6% | +61.3% |
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 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