-61.4%
CSGP vs CART
+21.6%
-83.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.2% | -2.2% |
| 7D | -4.1% | +1.0% | -5.1% | -4.2% |
| 30D | +2.3% | +12.6% | -10.3% | +0.4% |
| 3M | -8.2% | +23.1% | -31.3% | -11.3% |
| 6M | -35.1% | +39.5% | -74.6% | -38.6% |
| YTD | -54.0% | +13.5% | -67.6% | -55.3% |
| 1Y | -65.3% | +14.9% | -80.2% | -66.5% |
| All | -61.4% | +21.6% | -83.0% | -65.6% |
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 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