-54.5%
CSGP vs CART
+57.6%
-112.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -0.9% |
| 7D | +13.9% | +1.2% | +12.7% | +13.5% |
| 30D | +16.0% | +27.1% | -11.1% | +7.8% |
| 3M | +6.1% | +27.4% | -21.3% | -1.3% |
| 6M | -8.2% | +32.1% | -40.3% | -15.4% |
| YTD | -52.3% | +28.5% | -80.8% | -56.5% |
| 1Y | -54.5% | +58.8% | -113.3% | -61.6% |
| All | -54.5% | +57.6% | -112.1% | -61.6% |
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