+94.5%
COST vs CART
+38.4%
+56.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.2% |
| 7D | +4.1% | +3.0% | +1.1% | +3.9% |
| 30D | +12.0% | +28.6% | -16.6% | +9.8% |
| 3M | +11.2% | +29.1% | -17.9% | +8.9% |
| 6M | +6.1% | +44.7% | -38.6% | +2.9% |
| YTD | +22.9% | +29.2% | -6.3% | +19.9% |
| 1Y | +14.7% | +66.2% | -51.4% | +9.5% |
| 3Y | +92.3% | +112.8% | -20.5% | +80.7% |
| All | +94.5% | +38.4% | +56.2% | +82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling