+241.9%
CORZ vs CART
+129.8%
+112.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.8% | +3.2% |
| 7D | -11.2% | +3.0% | -14.2% | -11.8% |
| 30D | -26.2% | +28.6% | -54.8% | -30.6% |
| 3M | -44.1% | +29.1% | -73.2% | -47.8% |
| 6M | -52.3% | +44.7% | -97.0% | -56.9% |
| YTD | -19.2% | +29.2% | -48.4% | -25.6% |
| 1Y | -42.9% | +66.2% | -109.0% | -52.2% |
| All | +241.9% | +129.8% | +112.0% | +201.0% |
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