+67.8%
COST vs CART
+14.3%
+53.5%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.0% | +5.4% | -0.2% |
| 7D | -3.2% | -4.1% | +0.9% | -2.9% |
| 30D | -4.0% | -4.3% | +0.4% | -3.7% |
| 3M | -6.5% | +13.1% | -19.6% | -7.5% |
| 6M | -8.5% | +26.0% | -34.5% | -10.5% |
| YTD | +6.0% | +6.7% | -0.7% | +5.0% |
| 1Y | -5.8% | +6.3% | -12.1% | -6.8% |
| All | +67.8% | +14.3% | +53.5% | +59.8% |
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