+230.8%
CORZ vs CART
+128.5%
+102.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.4% | -8.4% | -10.2% |
| 7D | -21.1% | +1.2% | -22.3% | -21.3% |
| 30D | -31.8% | +27.1% | -58.9% | -35.6% |
| 3M | -47.7% | +27.4% | -75.2% | -51.0% |
| 6M | -48.7% | +32.1% | -80.8% | -52.8% |
| YTD | -21.8% | +28.5% | -50.3% | -27.9% |
| 1Y | -47.8% | +58.8% | -106.6% | -55.6% |
| All | +230.8% | +128.5% | +102.3% | +191.6% |
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 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