+20.8%
COP vs CART
+37.6%
-16.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.4% | +1.3% | -1.0% |
| 7D | -9.7% | +1.2% | -10.9% | -9.8% |
| 30D | +4.7% | +27.1% | -22.4% | +3.3% |
| 3M | +18.5% | +27.4% | -8.9% | +16.7% |
| 6M | +11.4% | +32.1% | -20.7% | +9.3% |
| YTD | +47.9% | +28.5% | +19.4% | +45.2% |
| 1Y | +59.3% | +58.8% | +0.5% | +53.5% |
| 3Y | +23.6% | +114.8% | -91.2% | +15.5% |
| All | +20.8% | +37.6% | -16.8% | +12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling