+64.1%
COP vs CART
+60.1%
+4.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.6% |
| 7D | -11.5% | +3.0% | -14.5% | -11.5% |
| 30D | +5.0% | +28.6% | -23.6% | +5.6% |
| 3M | +17.5% | +29.1% | -11.6% | +18.1% |
| 6M | +16.2% | +44.7% | -28.5% | +16.7% |
| YTD | +48.8% | +29.2% | +19.6% | +49.0% |
| 1Y | +64.1% | +66.2% | -2.1% | +49.4% |
| All | +64.1% | +60.1% | +4.0% | +49.4% |
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