+98.9%
COR vs CART
+39.2%
+59.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.9% |
| 7D | +2.4% | +0.3% | +2.1% | +2.4% |
| 30D | +7.7% | +22.4% | -14.7% | +7.1% |
| 3M | +7.5% | +15.6% | -8.1% | +7.0% |
| 6M | +34.1% | +44.9% | -10.8% | +32.8% |
| YTD | +3.9% | +30.0% | -26.1% | +3.1% |
| 1Y | -3.6% | +56.6% | -60.3% | -4.4% |
| 3Y | +80.5% | +131.9% | -51.4% | +81.9% |
| All | +98.9% | +39.2% | +59.7% | +100.6% |
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