-65.3%
CSGP vs CART
+14.4%
-79.7%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.2% | -2.1% |
| 7D | -4.1% | +1.0% | -5.1% | -4.3% |
| 30D | +2.3% | +12.6% | -10.3% | -0.4% |
| 3M | -8.2% | +23.1% | -31.3% | -12.5% |
| 6M | -35.1% | +39.5% | -74.6% | -39.9% |
| YTD | -54.0% | +13.5% | -67.6% | -56.3% |
| 1Y | -65.3% | +14.9% | -80.2% | -67.7% |
| All | -65.3% | +14.4% | -79.7% | -67.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling