-59.3%
CSGP vs CART
+41.0%
-100.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.6% | +2.5% | +3.7% |
| 7D | +18.3% | +1.4% | +16.9% | +18.0% |
| 30D | +17.8% | +29.7% | -11.9% | +12.5% |
| 3M | +9.3% | +29.7% | -20.5% | +4.3% |
| 6M | -7.9% | +36.8% | -44.7% | -13.0% |
| YTD | -51.5% | +31.7% | -83.2% | -54.2% |
| 1Y | -53.3% | +62.4% | -115.7% | -57.2% |
| 3Y | -57.9% | +120.1% | -178.0% | -63.2% |
| All | -59.3% | +41.0% | -100.3% | -64.7% |
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 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