-41.3%
CORZ vs CART
+61.3%
-102.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +1.6% | -12.0% | -10.4% |
| 7D | -14.9% | +1.4% | -16.3% | -14.9% |
| 30D | -23.1% | +29.7% | -52.8% | -22.7% |
| 3M | -44.1% | +29.7% | -73.8% | -43.8% |
| 6M | -39.5% | +36.8% | -76.3% | -39.4% |
| YTD | -12.4% | +31.7% | -44.0% | -16.8% |
| 1Y | -41.3% | +62.4% | -103.7% | -42.6% |
| All | -41.3% | +61.3% | -102.6% | -42.6% |
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 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