-8.8%
COST vs CART
+36.6%
-45.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.2% | -1.0% |
| 7D | -3.1% | +1.0% | -4.2% | -3.2% |
| 30D | -2.8% | +12.6% | -15.4% | -3.4% |
| 3M | -5.7% | +23.1% | -28.8% | -6.7% |
| 6M | -8.8% | +39.5% | -48.3% | -11.0% |
| All | -8.8% | +36.6% | -45.3% | -11.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling