+80.1%
COR vs CART
+112.9%
-32.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.6% |
| 7D | +2.3% | +1.5% | +0.8% | +2.3% |
| 30D | +6.8% | +22.4% | -15.6% | +6.1% |
| 3M | +8.1% | +16.5% | -8.4% | +7.5% |
| 6M | +33.0% | +44.9% | -11.9% | +31.6% |
| YTD | +3.0% | +30.0% | -27.0% | +2.2% |
| 1Y | -3.4% | +59.1% | -62.5% | -4.2% |
| 3Y | +80.1% | +138.8% | -58.7% | +87.4% |
| All | +80.1% | +112.9% | -32.8% | +87.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling