+99.0%
COST vs CART
+135.4%
-36.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | +5.0% | +1.3% | +3.7% | +4.9% |
| 30D | +12.8% | +19.2% | -6.4% | +11.2% |
| 3M | +15.2% | +17.6% | -2.4% | +13.6% |
| 6M | +7.4% | +47.4% | -40.0% | +3.8% |
| YTD | +29.0% | +30.9% | -1.8% | +25.6% |
| 1Y | +20.3% | +46.0% | -25.7% | +15.8% |
| 3Y | +99.0% | +130.3% | -31.3% | +86.3% |
| All | +99.0% | +135.4% | -36.4% | +86.3% |
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